Estimating catastrophic quantile levels for heavy-tailed distributions (Q977160)
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scientific article; zbMATH DE number 5723541
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| English | Estimating catastrophic quantile levels for heavy-tailed distributions |
scientific article; zbMATH DE number 5723541 |
Statements
Estimating catastrophic quantile levels for heavy-tailed distributions (English)
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20 June 2010
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Pareto index
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Extreme quantiles
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Censoring
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Bias reduction
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0.8552500009536743
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0.8095168471336365
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0.8060455322265625
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0.8053118586540222
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