The method of moments ratio estimator for the tail shape parameter (Q4337152): Difference between revisions
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| Property / author | |||
| Property / author: Jón Daníelsson / rank | |||
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| Property / author: Casper G. de Vries / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / OpenAlex ID: W2130560155 / rank | |||
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| Property / cites work: SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS / rank | |||
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| Property / cites work: Best attainable rates of convergence for estimates of parameters of regular variation / rank | |||
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| Property / cites work: A simple general approach to inference about the tail of a distribution / rank | |||
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Latest revision as of 11:36, 27 May 2024
scientific article; zbMATH DE number 1010764
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The method of moments ratio estimator for the tail shape parameter |
scientific article; zbMATH DE number 1010764 |
Statements
The method of moments ratio estimator for the tail shape parameter (English)
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19 May 1997
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Hill estimator
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method of moments
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bias
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