Semi-parametric estimation for heavy tailed distributions (Q650683): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10687-009-0086-6 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2008644389 / rank | |||
Normal rank | |||
Revision as of 21:25, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-parametric estimation for heavy tailed distributions |
scientific article |
Statements
Semi-parametric estimation for heavy tailed distributions (English)
0 references
26 November 2011
0 references
extreme value index
0 references
second order parameter
0 references
Hill estimator
0 references
semi-parametric estimation
0 references
asymptotic properties
0 references
