Open AccessNonparametric estimation of the conditional tail index
Author(s) -
Laurent Gardès,
Stéphane Girard
Publication year - 2007
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - covariate , estimator , nonparametric statistics , mathematics , asymptotic distribution , statistics , conditional probability distribution , index (typography) , conditional expectation , computer science , world wide web