Efficient estimation of partially linear tail index models using B‐splines (Q6075140): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:57, 10 July 2024
scientific article; zbMATH DE number 7752710
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation of partially linear tail index models using B‐splines |
scientific article; zbMATH DE number 7752710 |
Statements
Efficient estimation of partially linear tail index models using B‐splines (English)
0 references
20 October 2023
0 references
approximate likelihood
0 references
asymptotic normality
0 references
B-spline
0 references
partial linear additive model
0 references
tail index
0 references
