On the Optimality of Estimating the Tail Index and a Naive Estimator (Q3763402)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Optimality of Estimating the Tail Index and a Naive Estimator |
scientific article |
Statements
On the Optimality of Estimating the Tail Index and a Naive Estimator (English)
0 references
1987
0 references
order statistics
0 references
asymptotic normality
0 references
estimating the tail index
0 references
strong and weak consistencies
0 references
central limit theorems
0 references
naive estimator
0 references
rates of convergence
0 references
