Regression estimator for the tail index
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Publication:777861
DOI10.1007/s42519-020-00114-7zbMath1443.62130arXiv1708.04815OpenAlexW3037068033MaRDI QIDQ777861
András Zempléni, László Németh
Publication date: 7 July 2020
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.04815
Applications of statistics to environmental and related topics (62P12) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Nonparametric statistical resampling methods (62G09)
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Comparison of trend detection methods in GEV models, On the use of \(L\)-functionals in regression models, A review of more than one hundred Pareto-tail index estimators
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