Tail index estimation based on linear combinations of intermediate order statistics (Q4354878)
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scientific article; zbMATH DE number 1062259
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| English | Tail index estimation based on linear combinations of intermediate order statistics |
scientific article; zbMATH DE number 1062259 |
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Tail index estimation based on linear combinations of intermediate order statistics (English)
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17 September 1997
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extreme-value theory
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linear combinations of intermediate order statistics
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asymptotic normality
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mean squared error
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0.8860671520233154
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0.8334089517593384
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0.8140340447425842
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