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Efficient estimation of partially linear tail index models using B‐splines - MaRDI portal

Efficient estimation of partially linear tail index models using B‐splines (Q6075140)

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scientific article; zbMATH DE number 7752710
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Efficient estimation of partially linear tail index models using B‐splines
scientific article; zbMATH DE number 7752710

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    Efficient estimation of partially linear tail index models using B‐splines (English)
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    20 October 2023
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    approximate likelihood
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    asymptotic normality
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    B-spline
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    partial linear additive model
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    tail index
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