Robust estimation of Pareto-type tail index through an exponential regression model (Q5875238)
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scientific article; zbMATH DE number 7649580
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust estimation of Pareto-type tail index through an exponential regression model |
scientific article; zbMATH DE number 7649580 |
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Robust estimation of Pareto-type tail index through an exponential regression model (English)
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3 February 2023
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tail index
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robust estimation
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exponential regression model
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extended Pareto distribution
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minimum density power divergence
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maximum likelihood
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