2021•HAL (Le Centre pour la Communication Scientifique Directe)Open access

Estimation of the tail-index and extreme quantiles from a mixture of heavy-tailed distributions

Stéphane Girard, Emmanuel Gobet

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Available abstract

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Key concepts: Quantile, Heavy-tailed distribution, Index (typography), Statistics, Estimation, Environmental science, Computer science, Probability distribution

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Estimation of the tail-index and extreme quantiles from a mixture of heavy-tailed distributions — Research Paper | ScholarLens

Estimation of the tail-index and extreme quantiles from a mixture of heavy-tailed distributions

About this research paper

What this paper is about

Why it matters

Key contribution

Method / approach

Main findings

Limitations

Applications

Available abstract

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