Several modifications of DPR estimator of the tail index (Q392751): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62F12 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G32 / rank | |||
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| Property / Mathematics Subject Classification ID: 60F05 / rank | |||
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| Property / zbMATH DE Number: 6245637 / rank | |||
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| Property / zbMATH Keywords | |||
asymptotic normality | |||
| Property / zbMATH Keywords: asymptotic normality / rank | |||
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DPR estimator | |||
| Property / zbMATH Keywords: DPR estimator / rank | |||
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Hill estimator | |||
| Property / zbMATH Keywords: Hill estimator / rank | |||
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Pickands estimator | |||
| Property / zbMATH Keywords: Pickands estimator / rank | |||
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mean-squared error | |||
| Property / zbMATH Keywords: mean-squared error / rank | |||
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tail index | |||
| Property / zbMATH Keywords: tail index / rank | |||
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Revision as of 14:31, 29 June 2023
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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