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

DOI10.1111/anzs.12357zbMath1521.62058OpenAlexW4210507400MaRDI QIDQ6075140

Yaolan Ma, Bo Wei

Publication date: 20 October 2023

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12357

zbMATH Keywords

asymptotic normalitytail indexB-splineapproximate likelihoodpartial linear additive model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)

Cites Work

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