On smooth statistical tail functionals

Scandinavian Journal of Statistics

Volumn 25, Issue 1, 1998, Pages 187-210

  Drees, Holger ^a  

^a UNIVERSITY OF COLOGNE   (Germany)

Author keywords

Adaptive estimator; Empirical tail quantile function; Extreme value distribution; Extreme value index; Hadamard differentiability; Statistical functional; Strong approximation

Indexed keywords

EID: 0032361035     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00097     Document Type: Article

References (27)

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