A functional law of the iterated logarithm for the Dekkers-Einmahl-de Haan tail index estimator (Q1126122)
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scientific article; zbMATH DE number 954951
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A functional law of the iterated logarithm for the Dekkers-Einmahl-de Haan tail index estimator |
scientific article; zbMATH DE number 954951 |
Statements
A functional law of the iterated logarithm for the Dekkers-Einmahl-de Haan tail index estimator (English)
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23 February 1997
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Functional laws of the iterated logarithm
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Empirical distribution function
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Empirical quantile function
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Order statistics
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