Weak convergence of the empirical mean excess process with application to estimate the negative tail index (Q398793)
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scientific article; zbMATH DE number 6330960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence of the empirical mean excess process with application to estimate the negative tail index |
scientific article; zbMATH DE number 6330960 |
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Weak convergence of the empirical mean excess process with application to estimate the negative tail index (English)
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15 August 2014
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mean excess function
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tail index
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linear regression
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empirical mean excess process
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goodness-of-fit test
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