Semi-parametric estimation for heavy tailed distributions (Q650683): Difference between revisions
From MaRDI portal
Latest revision as of 17:19, 4 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Semi-parametric estimation for heavy tailed distributions |
scientific article |
Statements
Semi-parametric estimation for heavy tailed distributions (English)
0 references
26 November 2011
0 references
extreme value index
0 references
second order parameter
0 references
Hill estimator
0 references
semi-parametric estimation
0 references
asymptotic properties
0 references
0 references