Estimating the conditional tail index by integrating a kernel conditional quantile estimator (Q434577)
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scientific article; zbMATH DE number 6056782
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the conditional tail index by integrating a kernel conditional quantile estimator |
scientific article; zbMATH DE number 6056782 |
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Estimating the conditional tail index by integrating a kernel conditional quantile estimator (English)
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16 July 2012
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heavy-tailed distribution
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covariates
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kernel estimator
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asymptotic normality
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