Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order refined peaks-over-threshold modelling for heavy-tailed distributions |
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Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (English)
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9 June 2009
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bias reduction
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Hill estimator
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extended Pareto distribution
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extreme value index
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heavy tails
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regular variation
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tail empirical process
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tail probability
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Weissman probability estimator
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