Estimation of the conditional tail index using a smoothed local Hill estimator
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Publication:483516
DOI10.1007/s10687-013-0174-5zbMath1302.62076OpenAlexW2052984113MaRDI QIDQ483516
Laurent Gardes, Gilles Stupfler
Publication date: 17 December 2014
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-013-0174-5
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)
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