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Tail Index Regression - MaRDI portal

Tail Index Regression (Q5254743)

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scientific article; zbMATH DE number 6444379
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Tail Index Regression
scientific article; zbMATH DE number 6444379

    Statements

    title
    Tail Index Regression (English)
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    author
    Hansheng Wang
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    Chih-Ling Tsai
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    publication date
    10 June 2015
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    zbMATH Keywords
    generated extreme distribution
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    generalised Pareto distribution
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    Hill estimator
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    Identifiers

    zbMATH DE Number
    6444379
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    OpenAlex ID
    W3126059130
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