Iterative estimation of the extreme value index (Q812978)
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scientific article; zbMATH DE number 5002468
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Iterative estimation of the extreme value index |
scientific article; zbMATH DE number 5002468 |
Statements
Iterative estimation of the extreme value index (English)
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30 January 2006
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extreme value theory
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tail index estimation
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iterative estimator
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0.9195104
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0.89785504
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0.8966551
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0.8959538
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0.89418054
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0.89397526
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