Tail index estimation based on linear combinations of intermediate order statistics

DOI10.1111/1467-9574.00048zbMath0891.62024OpenAlexW2158222089MaRDI QIDQ4354878

László Viharos

Publication date: 17 September 1997

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9574.00048

zbMATH Keywords

asymptotic normalitymean squared errorextreme-value theorylinear combinations of intermediate order statistics

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Related Items (3)

Empirical likelihood method for intermediate quantiles ⋮ Jackknife method for intermediate quantiles ⋮ Asymptotic distributions of linear combinations of intermediate order statistics

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