Tail index estimation based on linear combinations of intermediate order statistics (Q4354878): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/1467-9574.00048 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2158222089 / rank | |||
Normal rank | |||
Latest revision as of 19:35, 19 March 2024
scientific article; zbMATH DE number 1062259
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail index estimation based on linear combinations of intermediate order statistics |
scientific article; zbMATH DE number 1062259 |
Statements
Tail index estimation based on linear combinations of intermediate order statistics (English)
0 references
17 September 1997
0 references
extreme-value theory
0 references
linear combinations of intermediate order statistics
0 references
asymptotic normality
0 references
mean squared error
0 references
