Weak limiting behaviour of a simple tail Pareto-index estimator (Q1890864): Difference between revisions

@@ Property / author @@
-Jean-Noel Bacro
@@ Property / author: Jean-Noel Bacro / rank @@
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@@ Property / author @@
-Margarida Brito
@@ Property / author: Margarida Brito / rank @@
-Normal rank
@@ Property / author @@
+Jean-Noel Bacro
@@ Property / author: Jean-Noel Bacro / rank @@
+Normal rank
@@ Property / author @@
+Margarida Brito
@@ Property / author: Margarida Brito / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/0378-3758(94)00060-3
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@@ Property / OpenAlex ID @@
+W2033907117
@@ Property / OpenAlex ID: W2033907117 / rank @@
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@@ Property / cites work @@
+Q4279651
@@ Property / cites work: Q4279651 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Optimality of Estimating the Tail Index and a Naive Estimator
+Normal rank
@@ Property / cites work @@
+Kernel estimates of the tail index of a distribution
+Normal rank
@@ Property / cites work @@
+Q3347121
@@ Property / cites work: Q3347121 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5633348
@@ Property / cites work: Q5633348 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of the Minimum of a Function Using Order Statistics
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@@ Property / cites work @@
+Q3855962
@@ Property / cites work: Q3855962 / rank @@
+Normal rank
@@ Property / cites work @@
+Almost sure convergence of the Hill estimator
@@ Property / cites work: Almost sure convergence of the Hill estimator / rank @@
+Normal rank
@@ Property / cites work @@
+Q3798032
@@ Property / cites work: Q3798032 / rank @@
+Normal rank
@@ Property / cites work @@
+SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS
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@@ Property / cites work @@
+On asymptotic normality of Hill's estimator for the exponent of regular variation
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@@ Property / cites work @@
+Q3670359
@@ Property / cites work: Q3670359 / rank @@
+Normal rank
@@ Property / cites work @@
+Regularly varying functions
@@ Property / cites work: Regularly varying functions / rank @@
+Normal rank
@@ Property / cites work @@
+Uniform rates of convergence in extreme-value theory
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1890864