Asymptotic properties of generalized DPR statistic (Q392996)
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scientific article; zbMATH DE number 6245863
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of generalized DPR statistic |
scientific article; zbMATH DE number 6245863 |
Statements
Asymptotic properties of generalized DPR statistic (English)
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15 January 2014
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asymptotic normality
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DPR estimator
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Hill estimator
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Pickands estimator
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mean-squared error
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tail index
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