Tail index varying coefficient model

DOI10.1080/03610926.2017.1406519OpenAlexW2777518002MaRDI QIDQ5022769

Yaolan Ma, Wei Huang, Yuexiang Jiang

Publication date: 19 January 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1406519

zbMATH Keywords

asymptotic normalitylocal polynomial fittingtail indexvarying coefficient modelPareto-type distributions

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)

Related Items (1)

Efficient estimation of partially linear tail index models using B‐splines

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