Estimating generalized state density of near-extreme events and its applications in analyzing stock data (Q661204)

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scientific article; zbMATH DE number 6004727
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English
Estimating generalized state density of near-extreme events and its applications in analyzing stock data
scientific article; zbMATH DE number 6004727

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    Estimating generalized state density of near-extreme events and its applications in analyzing stock data (English)
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    10 February 2012
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    extreme value statistics
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    domains of attraction
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    density of states
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    generalized density of near-extreme events
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    kernel density estimate
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