Excess functions and estimation of the extreme-value index (Q1353412)
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scientific article; zbMATH DE number 1005406
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Excess functions and estimation of the extreme-value index |
scientific article; zbMATH DE number 1005406 |
Statements
Excess functions and estimation of the extreme-value index (English)
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1 September 1997
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weighted least squares
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Pareto distribution
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trimmed excess functions
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mean excess function
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generalized quantile plot
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mean square error
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asymptotic properties
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0.9125533
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0.9033543
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0.8988311
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0.88897634
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0.8856003
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0.88549566
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