The estimations under power normalization for the tail index, with comparison

Faculty Science Year: 2017
Type of Publication: ZU Hosted Pages:
Authors:
Journal: AStA Adv Stat Anal Springer Nature Volume:
Keywords : , estimations under power normalization , , tail index, with    
Abstract:
It is well known that the max-stable laws under power normalization attract more distributions than that under linear normalization. This fact practically means that the classical linear model (L-model) may fail to fit the given extreme d
   
     
 
       

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