Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring (Q259855)
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| English | Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring |
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Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring (English)
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18 March 2016
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extreme value index
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Gaussian approximation
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Hill estimator
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empirical process
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random censoring
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0.8527684807777405
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0.8384094834327698
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0.8172037601470947
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0.8138763308525085
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0.8119606971740723
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