Uniform in bandwidth consistency of kernel estimators of the tail index (Q650736)
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scientific article; zbMATH DE number 5981303
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| English | Uniform in bandwidth consistency of kernel estimators of the tail index |
scientific article; zbMATH DE number 5981303 |
Statements
Uniform in bandwidth consistency of kernel estimators of the tail index (English)
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27 November 2011
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Pareto-type distributions
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Hill estimator
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tail index
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uniform in bandwidth consistency
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kernel-type estimators
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fixed design
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plug-in estimator
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0.8478266000747681
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0.8461452722549438
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0.8112637996673584
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0.7988980412483215
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