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On Robust and Distribution Sensitive Hill Like Method

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    0323556 - ÚI 2009 AT eng V - Research Report
    Fabián, Zdeněk - Stehlík, M.
    On Robust and Distribution Sensitive Hill Like Method.
    Linz: Johannes Kepler University, 2009. 9 s. IFAS Research Paper Series, 2009-43.
    Grant - others:Aktion(CZ-AT) 50p14
    Institutional research plan: CEZ:AV0Z10300504
    Source of funding: V - Other public resources
    Keywords : consistency * Hill estimator * insurance * Pareto tail * t-Hill estimator * robustness
    Subject RIV: BA - General Mathematics
    http://ifas.jku.at/research-paper-series/IFAS-2009-43.pdf
    Permanent Link: http://hdl.handle.net/11104/0171476

     
     
Number of the records: 1  

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