Open AccessSemi-parametric regression estimation of the tail index
Author(s) -
Mofei Jia,
Emanuele Taufer,
Maria Michela Dickson
Publication year - 2018
Publication title -
electronic journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.482
H-Index - 54
ISSN - 1935-7524
DOI - 10.1214/18-ejs1394
Subject(s) - mathematics , estimator , parametric statistics , nonparametric statistics , nonparametric regression , statistics , range (aeronautics) , regression , parametric model , econometrics , materials science , composite material