Tail exponent estimation via broadband log density-quantile regression (Q993809)
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scientific article; zbMATH DE number 5788978
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail exponent estimation via broadband log density-quantile regression |
scientific article; zbMATH DE number 5788978 |
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Tail exponent estimation via broadband log density-quantile regression (English)
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20 September 2010
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extreme-value theory
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Fourier series estimator
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quantile density
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tail index
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