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Optimal choice of kn-records in the extreme value index estimation - MaRDI portal

Optimal choice of kn-records in the extreme value index estimation (Q3365773)

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Optimal choice of kn-records in the extreme value index estimation
scientific article

    Statements

    title
    Optimal choice of kn-records in the extreme value index estimation (English)
    0 references
    author
    Mohamed El Arrouchi
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    Abdelouahid Imlahi
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    publication date
    23 January 2006
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    zbMATH Keywords
    regular variation
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    optimality
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    sample fraction
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    Identifiers

    zbMATH DE Number
    5000532
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    OpenAlex ID
    W2259801356
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