An estimator of the tail index based on increment ratio statistics (Q1044758)
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scientific article; zbMATH DE number 5647871
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| default for all languages | No label defined |
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| English | An estimator of the tail index based on increment ratio statistics |
scientific article; zbMATH DE number 5647871 |
Statements
An estimator of the tail index based on increment ratio statistics (English)
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15 December 2009
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central limit theorem
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domain of attraction
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increment ratio statistic
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tail index
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0.8237576484680176
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0.8227338790893555
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0.8227338790893555
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0.8167675137519836
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