Extreme value theory as a theoretical background for power law behavior
Year of publication: |
2010
|
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Authors: | Alfarano, Simone ; Lux, Thomas |
Publisher: |
Kiel : Kiel Institute for the World Economy (IfW) |
Subject: | Statistische Verteilung | Statistischer Test | Extremwertanalyse | Theorie | power law | estimation | tail index |
Series: | Kiel Working Paper ; 1648 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 63541421X [GVK] hdl:10419/40691 [Handle] RePEc:zbw:ifwkwp:1648 [RePEc] |
Classification: | C16 - Specific Distributions ; c46 ; C63 - Computational Techniques |
Source: |
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