Generalized Pickands estimators for the extreme value index
Author/Authors :
Johan Segers، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Pages :
16
From page :
381
To page :
396
Keywords :
Second-order regular variation , Tail quantile function , Thresholdexceedances , Pickands estimator , Extreme value index , generalized Pareto distribution
