Tail index estimation with a fixed tuning parameter fraction (Q899351)
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scientific article; zbMATH DE number 6524344
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| English | Tail index estimation with a fixed tuning parameter fraction |
scientific article; zbMATH DE number 6524344 |
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Tail index estimation with a fixed tuning parameter fraction (English)
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28 December 2015
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extreme value theory
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heavy tails
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stable distributions
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0.7950743436813354
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0.7558172345161438
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0.7532235980033875
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0.7480382919311523
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