Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data (Q2002576)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data |
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Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data (English)
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12 July 2019
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trimmed Hill
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adaptive robustness
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weighted sequential testing
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minimax rate optimality
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