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Estimating conditional means with heavy tails - MaRDI portal

Estimating conditional means with heavy tails (Q2406771)

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Estimating conditional means with heavy tails
scientific article

    Statements

    title
    Estimating conditional means with heavy tails (English)
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    author
    Liang Peng
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    Qiwei Yao
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    publication date
    6 October 2017
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    Mathematics Subject Classification ID
    62G32
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    60G70
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    62G05
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    62G20
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    zbMATH DE Number
    6786811
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    zbMATH Keywords
    asymptotic normality
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    conditional mean
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    extreme value theory
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    heavy tail
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    OpenAlex ID
    W2605170847
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