A moment estimator for the conditional extreme-value index (Q367216): Difference between revisions
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Property / author: Gilles Stupfler / rank | |||
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Property / Mathematics Subject Classification ID: 62G05 / rank | |||
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Property / Mathematics Subject Classification ID: 62G20 / rank | |||
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Property / Mathematics Subject Classification ID: 62G30 / rank | |||
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Property / Mathematics Subject Classification ID: 62G32 / rank | |||
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Property / zbMATH DE Number: 6211827 / rank | |||
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extreme-value index | |||
Property / zbMATH Keywords: extreme-value index / rank | |||
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moment estimator | |||
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random covariate | |||
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consistency | |||
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asymptotic normality | |||
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Revision as of 11:56, 28 June 2023
scientific article
Language | Label | Description | Also known as |
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English | A moment estimator for the conditional extreme-value index |
scientific article |
Statements
A moment estimator for the conditional extreme-value index (English)
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26 September 2013
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extreme-value index
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moment estimator
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random covariate
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consistency
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asymptotic normality
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