Local-maximum-based tail index estimator
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Publication:2257586
DOI10.1007/s10986-014-9260-xzbMath1306.62072OpenAlexW2049844508MaRDI QIDQ2257586
Publication date: 25 February 2015
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-014-9260-x
Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Statistics of extreme values; tail inference (62G32)
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