Open AccessOn the estimation of the variability in the distribution tail
Author(s) -
Laurent Gardès,
Stéphane Girard
Publication year - 2021
Publication title -
test
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.233
H-Index - 44
eISSN - 1863-8260
pISSN - 1133-0686
DOI - 10.1007/s11749-021-00754-2
Subject(s) - estimator , measure (data warehouse) , extreme value theory , mathematics , statistics , distribution (mathematics) , range (aeronautics) , transformation (genetics) , generalized pareto distribution , statistical physics , generalized extreme value distribution , econometrics , computer science , physics , mathematical analysis , data mining , materials science , composite material , biochemistry , chemistry , gene
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