A local moment type estimator for the extreme value index in regression with random covariates (Q2925558)
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scientific article; zbMATH DE number 6357247
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| English | A local moment type estimator for the extreme value index in regression with random covariates |
scientific article; zbMATH DE number 6357247 |
Statements
A local moment type estimator for the extreme value index in regression with random covariates (English)
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16 October 2014
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extreme value index
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local estimation
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max-domain of attraction
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second-order condition
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0.9091626405715942
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0.8421152234077454
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0.8119837045669556
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0.807755172252655
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0.8050099015235901
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