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Smooth tail-index estimation
Samuel Müller
*
, Kaspar Rufibach
*
Corresponding author for this work
Research output
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Contribution to journal
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Article
›
peer-review
17
Citations (Scopus)
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Mathematics
Distribution Function
100%
Tail Index
100%
Quantile
66%
Tail Index Estimator
66%
Extreme Value Theory
33%
Parametric
33%
Empirical Distribution Function
33%
Monte Carlo Method
33%
Order Statistics
33%
Mean Square Error
33%
Generalized Pareto Distribution
33%
Extreme Value Index
33%