Kernel estimates of the tail index of a distribution (Q1073494)

From MaRDI portal
Revision as of 15:15, 10 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Kernel estimates of the tail index of a distribution
scientific article

    Statements

    Kernel estimates of the tail index of a distribution (English)
    0 references
    0 references
    0 references
    0 references
    1985
    0 references
    kernel estimates
    0 references
    tail index
    0 references
    Pareto distribution
    0 references
    order statistics
    0 references
    empirical processes
    0 references
    quantile process
    0 references
    regularly varying functions
    0 references
    convolution
    0 references
    asymptotic normality
    0 references
    consistency
    0 references

    Identifiers