Iterative estimation of the extreme value index
type: Item
instance of: scholarly article
title: Iterative estimation of the extreme value index
zbMATH Open document ID: 1078.62054
author: Samuel Müller
author: J. Hüsler
published in: Methodology and Computing in Applied Probability
publication date: 2006-01-30T00:00:00Z
full work available at URL: 11009 2005 Article 1487.pdf
Mathematics Subject Classification ID: 62G32
zbMATH DE Number: 5002468
zbMATH Keywords: extreme value theory
zbMATH Keywords: tail index estimation
zbMATH Keywords: iterative estimator
MaRDI profile type: Publication
OpenAlex ID: W2038810760
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DOI: 10.1007/S11009-005-1487-X
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description: scientific article; zbMATH DE number 5002468