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Flexible multivariate Hill estimators - MaRDI portal

Flexible multivariate Hill estimators (Q2190231)

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Flexible multivariate Hill estimators
scientific article

    Statements

    title
    Flexible multivariate Hill estimators (English)
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    author
    Yves Dominicy
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    Matias Heikkilä
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    Pauliina Ilmonen
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    David Veredas
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    publication date
    18 June 2020
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    zbMATH Keywords
    tail index
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    Hill estimator
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    extreme value
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    multivariate regular variation
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    homogeneous function
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    Identifiers

    Mathematics Subject Classification ID
    62G32
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    60G70
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    62P05
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    zbMATH DE Number
    7213056
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    OpenAlex ID
    W2997734796
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    Wikidata QID
    Q126524001
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