scientific article; zbMATH DE number 1106829

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Publication:4372085

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zbMATH Open0916.62020MaRDI QIDQ4372085FDOQ4372085

Michael Falk, Frank Marohn

Publication date: 4 July 1999

Title of this publication is not available (Why is that?)

zbMATH Keywords

asymptotic efficiency stable distribution generalized Pareto distribution Hill estimator LAN extreme order statistic central sequence finite sample size properties delta-neighborhood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Cited In (1)

Estimating the index of a stable law via the pot-method

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