Estimation of the tail index for lattice-valued sequences (Q2443884): Difference between revisions

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Revision as of 13:44, 7 July 2024

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Estimation of the tail index for lattice-valued sequences
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    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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