Weak convergence of a bootstrap geometric-type estimator with applications to risk theory (Q2499834): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q241356 |
Changed an Item |
||
| Property / author | |||
| Property / author: Margarida Brito / rank | |||
Normal rank | |||
Revision as of 15:52, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence of a bootstrap geometric-type estimator with applications to risk theory |
scientific article |
Statements
Weak convergence of a bootstrap geometric-type estimator with applications to risk theory (English)
0 references
14 August 2006
0 references
adjustment coefficient
0 references
bootstrap
0 references
parameter estimation
0 references
random walk
0 references
Sparre Andersen model
0 references
