Semiparametric lower bounds for tail index estimation
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Publication:2581645
DOI10.1016/j.jspi.2004.08.018zbMath1077.62039OpenAlexW2237145813MaRDI QIDQ2581645
Bas J. M. Werker, Jan Beirlant, Christel Bouquiaux
Publication date: 10 January 2006
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://pure.uvt.nl/portal/en/publications/semiparametric-lower-bounds-for-tail-index-estimation(5995733c-c25b-4adc-9824-43182fee8c99).html
Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)
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