Asymptotic properties of generalized DPR statistic (Q392996): Difference between revisions
From MaRDI portal
Latest revision as of 05:27, 7 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic properties of generalized DPR statistic |
scientific article |
Statements
Asymptotic properties of generalized DPR statistic (English)
0 references
15 January 2014
0 references
asymptotic normality
0 references
DPR estimator
0 references
Hill estimator
0 references
Pickands estimator
0 references
mean-squared error
0 references
tail index
0 references
0 references