Asymptotic normality of least-squares estimators of tail indices (Q1373202): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2079939036 / rank | |||
Normal rank |
Latest revision as of 02:45, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic normality of least-squares estimators of tail indices |
scientific article |
Statements
Asymptotic normality of least-squares estimators of tail indices (English)
0 references
1997
0 references
asymptotic confidence intervals
0 references
asymptotic mean squared errors
0 references
least-squares estimators
0 references
tail index
0 references
universal asymptotic normality
0 references