Procedure of test to compare the tail indices
type: Item
instance of: scholarly article
title: Procedure of test to compare the tail indices
zbMATH Open document ID: 1440.62170
author: Mathilde Mougeot
author: Karine Tribouley
published in: Annals of the Institute of Statistical Mathematics
publication date: 2016-01-15T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6531042
zbMATH Keywords: extreme value index
zbMATH Keywords: nonparametric test
zbMATH Keywords: minimax rates
MaRDI profile type: Publication
full work available at URL: s10463-008-0198-9
OpenAlex ID: W2093956901
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DOI: 10.1007/S10463-008-0198-9
description: scientific article; zbMATH DE number 6531042