Several modifications of DPR estimator of the tail index (Q392751): Difference between revisions
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Revision as of 22:17, 19 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)
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15 January 2014
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asymptotic normality
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DPR estimator
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Hill estimator
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Pickands estimator
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mean-squared error
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tail index
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