Optimal rates of convergence for estimates of the extreme value index (Q1807081)
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scientific article; zbMATH DE number 1359519
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal rates of convergence for estimates of the extreme value index |
scientific article; zbMATH DE number 1359519 |
Statements
Optimal rates of convergence for estimates of the extreme value index (English)
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9 November 1999
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optimality
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robustness
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Hill estimator
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moment estimator
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rate of convergence
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extreme value index
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Pickands estimators
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