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Ridge regression estimators for the extreme value index - MaRDI portal

Ridge regression estimators for the extreme value index (Q2311597)

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Ridge regression estimators for the extreme value index
scientific article

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    title
    Ridge regression estimators for the extreme value index (English)
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    author
    Sven Buitendag
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    Jan Beirlant
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    Tertius de Wet
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    published in
    Extremes
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    publication date
    4 July 2019
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    zbMATH DE Number
    7076465
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    zbMATH Keywords
    extreme value index
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    ridge regression
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    least squares regression
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    Hill estimator
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    generalized Hill estimator
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    OpenAlex ID
    W2896670794
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    Wikidata QID
    Q129116434
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