- Tytuł:
- The applications of the kernel densities to modeling the generalized pareto distributions
- Autorzy:
- Kuźmiński, Łukasz
- Powiązania:
- https://bibliotekanauki.pl/articles/424967.pdf
- Data publikacji:
- 2013
- Wydawca:
- Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
- Tematy:
-
Kernel densities
extreme values
generalized Pareto distributions - Opis:
- In this paper we present the tools used in the modeling of distributions with fat tails in the theory of extreme values. We present three tools: the sample distribution function, the histograms for grouped data and the kernel densities. The latter is described in detail. The presented examples show the application of the kernel densities to modeling the generalized Pareto distributions.
- Źródło:
-
Econometrics. Ekonometria. Advances in Applied Data Analytics; 2013, 3(41); 55-64
1507-3866 - Pojawia się w:
- Econometrics. Ekonometria. Advances in Applied Data Analytics
- Dostawca treści:
- Biblioteka Nauki
Artykuł