Which Extreme Values are Really Extremes?
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More about this item
KeywordsBootstrap; Goodness of fit test; Hill estimator; Kolmogorov-Smirnov distance; Balkema and De-Haan; Pickands Theorem; Tail index.;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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