The stochastic approximation method for recursive kernel estimation of the conditional extreme value index
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Publication:2136049
DOI10.1007/s42519-022-00257-9OpenAlexW4220668679MaRDI QIDQ2136049
Yousri Slaoui, Fatma Ben Khadher
Publication date: 10 May 2022
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s42519-022-00257-9
Nonparametric inference (62Gxx) Sequential statistical methods (62Lxx) Statistical distribution theory (62Exx)
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