Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
- 1 December 1996
- journal article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 91 (436) , 1659
- https://doi.org/10.2307/2291593
Abstract
Successful application of extreme value statistics for estimating the Pareto tail index relies heavily on the choice of the number of extreme values taken into ...Keywords
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