Tail index estimation based on survey data

DOI10.1051/PS/2014011zbMath1351.62019OpenAlexW2094454720MaRDI QIDQ2786467

Patrice Bertail, Emilie Chautru, Stéphan Clémençon

Publication date: 12 February 2016

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2014011

zbMATH Keywords

Hill estimatorsurvey samplingrejective samplingtail index estimationPoisson survey scheme

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Sampling theory, sample surveys (62D05) Statistics of extreme values; tail inference (62G32)

Related Items (2)

Scaling by subsampling for big data, with applications to statistical learning ⋮ Empirical Processes in Survey Sampling with (Conditional) Poisson Designs

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