An Enhanced Method for Tail Index Estimation under Missingness
Extreme events in earthquakes, wind speed, among others are rare but may lead to catastrophic effects on humans and the environment. The primary parameter in the estimation of such rare events is the tail index which measures the tail heaviness of an underlying distribution. Since extreme events are...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2021-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2021/3572555 |
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