Asymptotic normality of least-squares estimators of tail indices
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Publication:1373202
DOI10.2307/3318597zbMath1066.62526OpenAlexW2079939036MaRDI QIDQ1373202
Publication date: 1997
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1177334460
tail indexleast-squares estimatorsasymptotic confidence intervalsasymptotic mean squared errorsuniversal asymptotic normality
Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Statistics of extreme values; tail inference (62G32)
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