Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index (Q4648648)

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scientific article; zbMATH DE number 6104758
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English
Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index
scientific article; zbMATH DE number 6104758

    Statements

    Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index (English)
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    12 November 2012
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    bias-correction
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    kernel estimator
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    Pareto-type distribution
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    regression
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    second-order parameter
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