A robust estimator for the tail index of Pareto-type distributions

DOI10.1016/j.csda.2007.01.003zbMath1445.62102OpenAlexW2169986006MaRDI QIDQ1020730

B. Vandewalle, Jan Beirlant, Mia Hubert, Andreas Christmann

Publication date: 2 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.01.003

zbMATH Keywords

extreme value statisticsgeopedologyrelative excesses over a large thresholdrobust tail index estimation

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Statistics of extreme values; tail inference (62G32) Geostatistics (86A32)

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