Parameter Estimation for the Tail Distribution of a Random Sequence (Q4921613)
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scientific article; zbMATH DE number 6162294
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter Estimation for the Tail Distribution of a Random Sequence |
scientific article; zbMATH DE number 6162294 |
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Parameter Estimation for the Tail Distribution of a Random Sequence (English)
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13 May 2013
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declustering
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extreme value
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generalized Pareto distribution
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jackknife
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peak over threshold
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random sequence
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tail
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0.9296663
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0.9074148
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0.9057903
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0.89336634
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0.8929789
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0.89294916
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