Iterative estimation of the extreme value index (Q812978)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Iterative estimation of the extreme value index |
scientific article |
Statements
Iterative estimation of the extreme value index (English)
0 references
30 January 2006
0 references
extreme value theory
0 references
tail index estimation
0 references
iterative estimator
0 references
0 references
0 references