Reduced‐bias kernel estimators of a positive extreme value index (Q5215607)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7166498
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Reduced‐bias kernel estimators of a positive extreme value index |
scientific article; zbMATH DE number 7166498 |
Statements
Reduced‐bias kernel estimators of a positive extreme value index (English)
0 references
12 February 2020
0 references
asymptotic behaviour
0 references
bias estimation
0 references
heavy tails
0 references
optimal levels
0 references
semi-parametric estimation
0 references
statistics of extremes
0 references
0.94142854
0 references
0.9368266
0 references
0.89815193
0 references
0.8972432
0 references
0.8905391
0 references
0.88535374
0 references
0.8846824
0 references
