A functional law of the iterated logarithm for kernel-type estimators of the tail index (Q2581648)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A functional law of the iterated logarithm for kernel-type estimators of the tail index |
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A functional law of the iterated logarithm for kernel-type estimators of the tail index (English)
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10 January 2006
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Hill estimator
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Extreme value index
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Tail quantile process
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Strong consistency
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Functional laws of the iterated logarithm
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