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Maximum likelihood revisited under a semi-parametric context - estimation of the tail index - MaRDI portal

Maximum likelihood revisited under a semi-parametric context - estimation of the tail index (Q4460625)

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scientific article; zbMATH DE number 2065997
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Maximum likelihood revisited under a semi-parametric context - estimation of the tail index
scientific article; zbMATH DE number 2065997

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    Maximum likelihood revisited under a semi-parametric context - estimation of the tail index (English)
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    18 May 2004
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    extremes
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    semi-parametric estimation
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    Paretian excesses
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    censoring
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    tables
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