Double-thresholded estimator of extreme value index
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Publication:1408934
DOI10.1016/S1631-073X(03)00329-7zbMath1020.62043OpenAlexW2070785519MaRDI QIDQ1408934
Publication date: 26 September 2003
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s1631-073x(03)00329-7
Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)
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- On Estimation of Monotone and Concave Frontier Functions
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