On an improvement of Hill and some other estimators (Q383679): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62G32 / rank | |||
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| Property / Mathematics Subject Classification ID: 60F05 / rank | |||
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| Property / zbMATH DE Number: 6235974 / rank | |||
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tail-index estimation | |||
| Property / zbMATH Keywords: tail-index estimation / rank | |||
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Hill-type estimators | |||
| Property / zbMATH Keywords: Hill-type estimators / rank | |||
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heavy tails | |||
| Property / zbMATH Keywords: heavy tails / rank | |||
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Revision as of 12:20, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On an improvement of Hill and some other estimators |
scientific article |
Statements
On an improvement of Hill and some other estimators (English)
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5 December 2013
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tail-index estimation
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Hill-type estimators
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heavy tails
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