A moving window approach for nonparametric estimation of the conditional tail index (Q957320)
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scientific article
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| English | A moving window approach for nonparametric estimation of the conditional tail index |
scientific article |
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A moving window approach for nonparametric estimation of the conditional tail index (English)
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27 November 2008
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conditional tail index
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extreme values
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nonparametric estimation
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moving window
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0.884280800819397
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0.8791958689689636
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0.8291845321655273
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0.825018584728241
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0.8211039900779724
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