Asymptotic properties of generalized DPR statistic (Q392996): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62F12 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62G32 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60F05 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6245863 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
asymptotic normality | |||
Property / zbMATH Keywords: asymptotic normality / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
DPR estimator | |||
Property / zbMATH Keywords: DPR estimator / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Hill estimator | |||
Property / zbMATH Keywords: Hill estimator / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Pickands estimator | |||
Property / zbMATH Keywords: Pickands estimator / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
mean-squared error | |||
Property / zbMATH Keywords: mean-squared error / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
tail index | |||
Property / zbMATH Keywords: tail index / rank | |||
Normal rank |
Revision as of 15:35, 29 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic properties of generalized DPR statistic |
scientific article |
Statements
Asymptotic properties of generalized DPR statistic (English)
0 references
15 January 2014
0 references
asymptotic normality
0 references
DPR estimator
0 references
Hill estimator
0 references
Pickands estimator
0 references
mean-squared error
0 references
tail index
0 references