Unified Extreme Value Estimation for Heterogeneous Data

Keyphrases

• Power Law 100%
• Heterogeneous Data 100%
• Extreme Value Estimation 100%
• Empirical Distribution Function 66%
• Extreme Value Index 66%
• Empirical Power 66%
• Econometrics 33%
• Extreme Value Theory 33%
• Marginal Distribution 33%
• Scale Parameter 33%
• Hill Estimator 33%
• Dependence Structure 33%
• Heavy-tailed Distribution 33%
• Extreme Quantile 33%
• Parameter Heterogeneity 33%
• COVID-19 Mortality 33%
• International Inequality 33%
• Country Scale 33%
• Distribution Approach 33%
• COVID-19 Cases 33%

Mathematics

• Extreme Value 100%
• Power Law 100%
• Extreme Value Index 66%
• Extreme Value Theory 33%
• Marginal Distribution 33%
• Scale Parameter 33%
• hill estimator α 33%
• Dependence Structure 33%
• Heavy-Tailed Distribution 33%
• Quantile 33%

Economics, Econometrics and Finance

• Extreme Value 100%
• Value Theory 25%