Media type: E-Book Title: Improved estimation of the extreme value index using related variables Contributor: Ahmed, Hanan [VerfasserIn]; Einmahl, John H. J. [VerfasserIn] imprint: Tilburg: CentER, Center for Economic Research, 16 July 2018 Published in: Center for Economic Research: Discussion paper ; 2018,25 Extent: 1 Online-Ressource (circa 15 Seiten); Illustrationen Language: English Identifier: Keywords: Asymptotic normality ; Heavy tail ; Hill estimator ; Tail dependence ; Variance reduction ; Graue Literatur Origination: Footnote: Access State: Open Access