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On Robust and Distribution Sensitive Hill Like Method

  1. 1.
    SYSNO0323556
    TitleOn Robust and Distribution Sensitive Hill Like Method
    Author(s) Fabián, Zdeněk (UIVT-O) SAI, RID
    Stehlík, M. (AT)
    Issue dataLinz: Johannes Kepler University, 2009
    Edition IFAS Research Paper Series , 2009-43
    Document TypeVýzkumná zpráva
    Grant50p14, CZ-AT Other public resources
    CEZAV0Z10300504 - UIVT-O (2005-2011)
    Languageeng
    CountryAT
    Keywords consistency * Hill estimator * insurance * Pareto tail * t-Hill estimator * robustness
    URL http://ifas.jku.at/research-paper-series/IFAS-2009-43.pdf
    Permanent Linkhttp://hdl.handle.net/11104/0171476
     
Number of the records: 1  

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