Semiparametric lower bounds for tail index estimation (Q2581645): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2237145813 / rank | |||
Normal rank | |||
Revision as of 00:33, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric lower bounds for tail index estimation |
scientific article |
Statements
Semiparametric lower bounds for tail index estimation (English)
0 references
10 January 2006
0 references
Extreme value theory
0 references
Local asymptotic normality
0 references
Pareto model
0 references
Weibull model
0 references
