Open AccessEstimation of the tail-index and extreme quantiles from a mixture of heavy-tailed distributions
Author(s) -
Stéphane Girard,
Emmanuel Gobet
Publication year - 2021
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - quantile , heavy tailed distribution , index (typography) , statistics , estimation , environmental science , computer science , probability distribution , mathematics , engineering , world wide web , systems engineering