Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known (Q963889): Difference between revisions
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Revision as of 19:44, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known |
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Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known (English)
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14 April 2010
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extreme value theory
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tail exponent estimation
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bias reduction
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heavy tails
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least squares estimator
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random difference equations
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