Uniform in bandwidth consistency of kernel estimators of the tail index
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Publication:650736
DOI10.1007/s10687-009-0091-9zbMath1329.62226OpenAlexW2083996396MaRDI QIDQ650736
Publication date: 27 November 2011
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-009-0091-9
fixed designtail indexHill estimatorplug-in estimatorkernel-type estimatorsPareto-type distributionsuniform in bandwidth consistency
Related Items (3)
Proving consistency of non-standard kernel estimators ⋮ On the almost sure topological limits of collections of local empirical processes at many different scales ⋮ Uniform in bandwidth consistency for various kernel estimators involving functional data
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