Estimation of the conditional tail index using a smoothed local Hill estimator (Q483516): Difference between revisions

@@ Property / author @@
+Gilles Stupfler
@@ Property / author: Gilles Stupfler / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G05
@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G30
@@ Property / Mathematics Subject Classification ID: 62G30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G32
@@ Property / Mathematics Subject Classification ID: 62G32 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6381126
@@ Property / zbMATH DE Number: 6381126 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+heavy-tailed distribution
@@ Property / zbMATH Keywords: heavy-tailed distribution / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+random covariate
@@ Property / zbMATH Keywords: random covariate / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+uniform consistency
@@ Property / zbMATH Keywords: uniform consistency / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+pointwise asymptotic normality
@@ Property / zbMATH Keywords: pointwise asymptotic normality / rank @@
+Normal rank

Revision as of 20:55, 30 June 2023