A local moment type estimator for the extreme value index in regression with random covariates (Q2925558)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A local moment type estimator for the extreme value index in regression with random covariates |
scientific article; zbMATH DE number 6357247
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A local moment type estimator for the extreme value index in regression with random covariates |
scientific article; zbMATH DE number 6357247 |
Statements
A local moment type estimator for the extreme value index in regression with random covariates (English)
0 references
16 October 2014
0 references
extreme value index
0 references
local estimation
0 references
max-domain of attraction
0 references
second-order condition
0 references