On the Optimality of Estimating the Tail Index and a Naive Estimator (Q3763402): Difference between revisions
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Latest revision as of 13:34, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Optimality of Estimating the Tail Index and a Naive Estimator |
scientific article |
Statements
On the Optimality of Estimating the Tail Index and a Naive Estimator (English)
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1987
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order statistics
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asymptotic normality
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estimating the tail index
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strong and weak consistencies
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central limit theorems
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naive estimator
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rates of convergence
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