Modification of moment-based tail index estimator: sums versus maxima

DOI10.1007/978-3-319-96941-1_6zbMath1414.62163arXiv1710.03084OpenAlexW2963998219MaRDI QIDQ2417437

Marijus Vaičiulis, Natalia M. Markovich

Publication date: 12 June 2019

Full work available at URL: https://arxiv.org/abs/1710.03084

zbMATH Keywords

asymptotic normalityestimatorextreme-value index

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)

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