A robust prediction error criterion for pareto modelling of upper tails (Q5295957)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A robust prediction error criterion for pareto modelling of upper tails |
scientific article; zbMATH DE number 5175925
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust prediction error criterion for pareto modelling of upper tails |
scientific article; zbMATH DE number 5175925 |
Statements
A robust prediction error criterion for pareto modelling of upper tails (English)
0 references
31 July 2007
0 references
extreme value
0 references
income distribution
0 references
M-estimator
0 references
Pareto model
0 references
regression
0 references
robustness
0 references
tail index
0 references
value at risk
0 references
0 references
0 references
