Local-maximum-based tail index estimator (Q2257586)

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Local-maximum-based tail index estimator
scientific article

    Statements

    title
    Local-maximum-based tail index estimator (English)
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    publication date
    25 February 2015
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    zbMATH Keywords
    asymptotic normality
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    extreme value index
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    generalized DPR estimator
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    mean squared error
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    tail index
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    author
    Marijus Vaičiulis
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    cites work
    Q5560061
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    Q5485944
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    Q3782170
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    Q3732620
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    Q3670359
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    Identifiers

    Mathematics Subject Classification ID
    62F12
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    62G32
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    60F05
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    zbMATH DE Number
    6408131
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    OpenAlex ID
    W2049844508
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