The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141): Difference between revisions
From MaRDI portal
Latest revision as of 08:15, 7 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The harmonic moment tail index estimator: asymptotic distribution and robustness |
scientific article |
Statements
The harmonic moment tail index estimator: asymptotic distribution and robustness (English)
0 references
17 February 2014
0 references
regularly varying tail
0 references
Hill estimator
0 references
robustness
0 references
0 references