Title data
Vandewalle, B. ; Beirlant, J. ; Christmann, Andreas ; Hubert, M.:
A Robust Estimator for the Tail Index of Pareto-type Distributions.
In: Computational Statistics & Data Analysis.
Vol. 51
(2007)
Issue 12
.
- pp. 6252-6258.
ISSN 0167-9473
DOI: https://doi.org/10.1016/j.csda.2007.01.003
Further data
Item Type: | Article in a journal |
---|---|
Refereed: | Yes |
Keywords: | Extreme value statistics; Relative excesses over a large threshold; Robust tail index estimation; Geopedology |
Institutions of the University: | Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics VII - Stochastics Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics VII - Stochastics > Chair Mathematics VII - Stochastics - Univ.-Prof. Dr. Andreas Christmann Faculties Faculties > Faculty of Mathematics, Physics und Computer Science Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics |
Result of work at the UBT: | No |
DDC Subjects: | 300 Social sciences > 310 Statistics 500 Science > 510 Mathematics |
Date Deposited: | 19 Oct 2015 07:37 |
Last Modified: | 19 Oct 2015 07:37 |
URI: | https://eref.uni-bayreuth.de/id/eprint/20529 |