On the estimation of the variability in the distribution tail
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Publication:2074679
DOI10.1007/s11749-021-00754-2zbMath1478.62107OpenAlexW2996193229MaRDI QIDQ2074679
Laurent Gardes, Stéphane Girard
Publication date: 10 February 2022
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/hal-02400320v2/file/Gardes_Girard_GINI_V2.pdf
Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)
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