Several modifications of DPR estimator of the tail index (Q392751): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 00:08, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Several modifications of DPR estimator of the tail index |
scientific article |
Statements
Several modifications of DPR estimator of the tail index (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
