مرکز منطقه ای اطلاع رساني علوم و فناوري - A functional law of the iterated logarithm for kernel-type estimators of the tail index

Title of article :

A functional law of the iterated logarithm for kernel-type estimators of the tail index

Author/Authors :

Abdelhakim Necir، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

780

To page :

802

Keywords :

Functional laws of theiterated logarithm , Hill estimator , Extreme value index , strong consistency , tail quantile process

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

2006

Journal title :

Journal of Statistical Planning and Inference

Record number :

220078

Link To Document :