A moment estimator for the conditional extreme-value index (Q367216)
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scientific article; zbMATH DE number 6211827
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A moment estimator for the conditional extreme-value index |
scientific article; zbMATH DE number 6211827 |
Statements
A moment estimator for the conditional extreme-value index (English)
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26 September 2013
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extreme-value index
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moment estimator
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random covariate
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consistency
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asymptotic normality
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0.96732557
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0.92966974
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0.9243582
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0.9213977
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0.9188946
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0.91845053
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