Nonparametric estimation of conditional marginal excess moments
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Publication:2101474
DOI10.1016/J.JMVA.2022.105121OpenAlexW3175463807MaRDI QIDQ2101474
Yuri Goegebeur, Jing Qin, Nguyen Khanh Le Ho, Armelle Guillou
Publication date: 6 December 2022
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105121
Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32) Multivariate analysis (62Hxx)
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