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A new test for tail index with application to Danish fire loss data - MaRDI portal

A new test for tail index with application to Danish fire loss data (Q3390350)

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English
A new test for tail index with application to Danish fire loss data
scientific article

    Statements

    title
    A new test for tail index with application to Danish fire loss data (English)
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    author
    Tony Siu Tung Wong
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    Wai Keung Li
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    publication date
    24 March 2022
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    zbMATH Keywords
    order statistics
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    sequential method
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    Pareto tail
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    tail index
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    threshold
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    Identifiers

    zbMATH DE Number
    7497681
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    OpenAlex ID
    W3192064510
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