Kouider, Mohammed Tidha; Idiou, Nesrine; Toumi, Samia; … - In: Croatian review of economic, business and social … 10 (2024) 2, pp. 29-48
Studying the extreme value theory (EVT) involves multiple main objectives, among them the estimation of the tail index parameter. Some estimation methods are used to estimate the tail index parameter like maximum likelihood estimation (MLE). Additionally, the Hill estimator is one type of...
