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Detecting tail behavior: mean excess plots with confidence bounds - MaRDI portal

Detecting tail behavior: mean excess plots with confidence bounds (Q291413)

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scientific article; zbMATH DE number 6589925
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English
Detecting tail behavior: mean excess plots with confidence bounds
scientific article; zbMATH DE number 6589925

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    Detecting tail behavior: mean excess plots with confidence bounds (English)
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    7 June 2016
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    extreme values
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    regular variation
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    random set
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    ME plot
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    asymptotic theory
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    confidence bounds
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