Asymptotic properties of generalized DPR statistic (Q392996)
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scientific article; zbMATH DE number 6245863
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| English | Asymptotic properties of generalized DPR statistic |
scientific article; zbMATH DE number 6245863 |
Statements
Asymptotic properties of generalized DPR statistic (English)
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15 January 2014
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asymptotic normality
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DPR estimator
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Hill estimator
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Pickands estimator
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mean-squared error
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tail index
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0.7846512198448181
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0.7544708847999573
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0.7396347522735596
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0.7396347522735596
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0.7380848526954651
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