Local-maximum-based tail index estimator (Q2257586): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q383678 |
||
| Property / author | |||
| Property / author: Marijus Vaičiulis / rank | |||
Revision as of 18:47, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local-maximum-based tail index estimator |
scientific article |
Statements
Local-maximum-based tail index estimator (English)
0 references
25 February 2015
0 references
asymptotic normality
0 references
extreme value index
0 references
generalized DPR estimator
0 references
mean squared error
0 references
tail index
0 references
