Asymptotic properties of generalized DPR statistic
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Publication:392996
DOI10.1007/s10986-012-9158-4zbMath1322.62095MaRDI QIDQ392996
Publication date: 15 January 2014
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-012-9158-4
asymptotic normality; tail index; Pickands estimator; Hill estimator; mean-squared error; DPR estimator
62F12: Asymptotic properties of parametric estimators
60F05: Central limit and other weak theorems
62G32: Statistics of extreme values; tail inference
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