On robust tail index estimation under random censorship (Q485978): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62G07 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G20 / rank | |||
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| Property / zbMATH DE Number: 6386354 / rank | |||
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heavy-tailed distributions | |||
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Hill estimator | |||
| Property / zbMATH Keywords: Hill estimator / rank | |||
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random censorship | |||
| Property / zbMATH Keywords: random censorship / rank | |||
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regular variation | |||
| Property / zbMATH Keywords: regular variation / rank | |||
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robust estimation | |||
| Property / zbMATH Keywords: robust estimation / rank | |||
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tail index | |||
| Property / zbMATH Keywords: tail index / rank | |||
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Revision as of 20:31, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On robust tail index estimation under random censorship |
scientific article |
Statements
On robust tail index estimation under random censorship (English)
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14 January 2015
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heavy-tailed distributions
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Hill estimator
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random censorship
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regular variation
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robust estimation
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tail index
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