Reduced‐bias kernel estimators of a positive extreme value index (Q5215607)
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scientific article; zbMATH DE number 7166498
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reduced‐bias kernel estimators of a positive extreme value index |
scientific article; zbMATH DE number 7166498 |
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Reduced‐bias kernel estimators of a positive extreme value index (English)
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12 February 2020
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asymptotic behaviour
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bias estimation
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heavy tails
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optimal levels
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semi-parametric estimation
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statistics of extremes
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