A class of semiparametric tail index estimators and its applications
DOI10.1134/S0005117919100035zbMath1436.62125OpenAlexW2980425042WikidataQ127014247 ScholiaQ127014247MaRDI QIDQ2173041
Natalia M. Markovich, Marijus Vaičiulis
Publication date: 22 April 2020
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0005117919100035
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Order statistics; empirical distribution functions (62G30)
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