Kernel estimates of the tail index of a distribution
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Publication:1073494
DOI10.1214/aos/1176349656zbMath0588.62051OpenAlexW2088933672MaRDI QIDQ1073494
David M. Mason, Sándor Csörgö, Paul Deheuvels
Publication date: 1985
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349656
order statisticsconsistencyconvolutionasymptotic normalitykernel estimatesempirical processestail indexPareto distributionquantile processregularly varying functions
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