Extreme Value Index Estimation for Pareto-Type Tails under Random Censorship and via Generalized Means
The field of statistical extreme value theory (EVT) focuses on estimating parameters associated with extreme events, such as the probability of exceeding a high threshold or determining a high quantile that lies at or beyond the observed data range. Typically, the assumption for univariate data anal...
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-09-01
|
| Series: | Applied Sciences |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2076-3417/14/19/8671 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|