Properties of Hill's estimator of extreme value index for impure samples
type: Item
instance of: scholarly article
title: Properties of Hill's estimator of extreme value index for impure samples
zbMATH Open document ID: 1333.62139
DOI: 10.3103/S002713221401001X
published in: Moscow University Mathematics Bulletin
publication date: 2016-04-04T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 6562767
author: Igor V. Rodionov
MaRDI profile type: Publication
cites work: A simple general approach to inference about the tail of a distribution
cites work: On maxima of partial samples in Gaussian sequences with pseudo-stationary trends
cites work: The Poisson limit theorem for high extrema of a time series with seasonal component and monotone trend
cites work: Q5560061
full work available at URL: s002713221401001x
OpenAlex ID: W2032389507
description: scientific article; zbMATH DE number 6562767