Estimation of the tail index for lattice-valued sequences (Q2443884): Difference between revisions
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| Property / DOI: 10.1007/s10687-012-0167-9 / rank | |||
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Latest revision as of 16:32, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the tail index for lattice-valued sequences |
scientific article |
Statements
Estimation of the tail index for lattice-valued sequences (English)
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8 April 2014
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tail index
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Hill estimator
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Pickands estimator
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Dekkers-Einmahl-de Haan estimator
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discretized Pareto random variable
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central limit theorem
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consistency
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