Estimation of high conditional quantiles using the Hill estimator of the tail index (Q286478)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of high conditional quantiles using the Hill estimator of the tail index |
scientific article; zbMATH DE number 6583300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of high conditional quantiles using the Hill estimator of the tail index |
scientific article; zbMATH DE number 6583300 |
Statements
Estimation of high conditional quantiles using the Hill estimator of the tail index (English)
0 references
20 May 2016
0 references
extreme value theory
0 references
high conditional quantiles
0 references
Hill estimator
0 references
Pickands estimator
0 references
quantile regression
0 references
tail index
0 references
0 references
