Detecting tail behavior: mean excess plots with confidence bounds (Q291413)
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scientific article; zbMATH DE number 6589925
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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0.8499806
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0.8421452
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0.83408165
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0.8245171
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