Estimating the First- and Second-Order Parameters of a Heavy-Tailed Distribution (Q4669476): Difference between revisions

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Latest revision as of 10:26, 30 July 2024

scientific article; zbMATH DE number 2156904
Language Label Description Also known as
English
Estimating the First- and Second-Order Parameters of a Heavy-Tailed Distribution
scientific article; zbMATH DE number 2156904

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    Estimating the First- and Second-Order Parameters of a Heavy-Tailed Distribution (English)
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    15 April 2005
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    bias
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    censored likelihood function
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    Hill estimator
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    second-order regular variation
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    tail index
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