Extreme value estimation for heterogeneous data
Year of publication: |
2023
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Authors: | Einmahl, John H. J. ; He, Yi |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 1, p. 255-269
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Subject: | Extreme value theory | Financial returns | Heterogeneous data | Power law | Scales | Kapitaleinkommen | Capital income | Ausreißer | Outliers | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Schätztheorie | Estimation theory |
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