Estimation of a tail index based on minimum density power divergence (Q957324)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5374633
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation of a tail index based on minimum density power divergence |
scientific article; zbMATH DE number 5374633 |
Statements
Estimation of a tail index based on minimum density power divergence (English)
0 references
27 November 2008
0 references
tail index
0 references
minimum density power divergence estimator
0 references
robustness
0 references
outliers
0 references
strong mixing processes
0 references
0 references
0.8712889552116394
0 references
0.8137413859367371
0 references
0.8100487589836121
0 references
0.8098013997077942
0 references
