Asymptotic normality of least-squares estimators of tail indices

DOI10.2307/3318597zbMath1066.62526OpenAlexW2079939036MaRDI QIDQ1373202

László Viharos, Sándor Csörgö

Publication date: 1997

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1177334460

zbMATH Keywords

tail indexleast-squares estimatorsasymptotic confidence intervalsasymptotic mean squared errorsuniversal asymptotic normality

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Statistics of extreme values; tail inference (62G32)

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