Statistics of extremes by oracle estimation (Q939657)
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scientific article; zbMATH DE number 5317191
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| English | Statistics of extremes by oracle estimation |
scientific article; zbMATH DE number 5317191 |
Statements
Statistics of extremes by oracle estimation (English)
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28 August 2008
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nonparametric adaptive estimation
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extreme values
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Hill estimator
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probabilities of rare events
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high quantiles
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0.7746715545654297
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0.7496713995933533
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0.7470253109931946
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0.7409645318984985
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0.7409645318984985
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