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Adaptive threshold selection methods of the hill estimator
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- Authors
- Advisor
- 최형인
- Issue Date
- 2006
- Publisher
- 서울대학교 대학원
- Keywords
- 힐 추정치 ; Hill estimator ; 적정 분계점 ; Adaptive threshold ; Optimal sample fraction ; Optimal sample fraction ; Heavy-tailed distribution ; Heavy-tailed distribution ; 극한값 지표 ; Extreme value index
- Description
- Thesis(master`s)--서울대학교 대학원 :수리과학부,2006.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000047158
https://hdl.handle.net/10371/19968
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