Semi-parametric estimation for heavy tailed distributions
نویسندگان
چکیده
منابع مشابه
Estimation of High Conditional Quantiles for Heavy- Tailed Distributions
Estimation of High Conditional Quantiles for HeavyTailed Distributions Huixia Judy Wang a , Deyuan Li b & Xuming He c a Department of Statistics , North Carolina State University , Raleigh , NC , 27695 b Department of Statistics , Fudan University , Shanghai , 200433 , China c Department of Statistics , University of Michigan Accepted author version posted online: 12 Sep 2012.Published online: ...
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ژورنال
عنوان ژورنال: Extremes
سال: 2009
ISSN: 1386-1999,1572-915X
DOI: 10.1007/s10687-009-0086-6