Efficient estimation of partially linear tail index models using B‐splines (Q6075140)
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scientific article; zbMATH DE number 7752710
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation of partially linear tail index models using B‐splines |
scientific article; zbMATH DE number 7752710 |
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Efficient estimation of partially linear tail index models using B‐splines (English)
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20 October 2023
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approximate likelihood
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asymptotic normality
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B-spline
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partial linear additive model
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tail index
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