A unification of tail estimators
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Publication:3978044
DOI10.1080/03610929008830477zbMath0738.62025MaRDI QIDQ3978044
Publication date: 25 June 1992
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929008830477
quantile function; generalized Pareto distribution; Hill's estimator; density- quantile function; exceedances over threshold; tail behavior model; unification of tail estimators
62F12: Asymptotic properties of parametric estimators
62G20: Asymptotic properties of nonparametric inference
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Cites Work
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