Testing the multivariate regular variation model
Year of publication: |
2021
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Authors: | Einmahl, John H. J. ; Yang, Fan ; Chen Zhou |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 39.2021, 4, p. 907-919
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Subject: | Extreme value statistics | Hill estimator | Local empirical process | Schätztheorie | Estimation theory | Schätzung | Estimation | Ausreißer | Outliers | Wahrscheinlichkeitsrechnung | Probability theory |
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