Reduced‐bias kernel estimators of a positive extreme value index
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Publication:5215607
DOI10.1002/mma.5761zbMath1436.62173OpenAlexW2962330146MaRDI QIDQ5215607
Lígia Henriques-Rodrigues, Frederico Caeiro
Publication date: 12 February 2020
Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mma.5761
asymptotic behaviourheavy tailsbias estimationstatistics of extremesoptimal levelssemi-parametric estimation
Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)
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