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Estimating the Value of a Civil Servant's Indexed Pension

โœ Scribed by Richard Hemming

Book ID
111212148
Publisher
John Wiley and Sons
Year
1980
Tongue
English
Weight
334 KB
Volume
1
Category
Article
ISSN
0143-5671

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๐Ÿ“œ SIMILAR VOLUMES

A general class of estimators of the ext
A general class of estimators of the extreme value index
โœ Holger Drees ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 816 KB

We consider the class of estimators of the extreme value index [~ that can be represented as a scale invariant functional T applied to the empirical tail quantile function Q,. From an approximation of Q,, first asymptotic normality of T(Q~) is derived under quite natural smoothness conditions on 7"