Asymptotic normality of least-squares estimators of tail indices (Q1373202)
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scientific article; zbMATH DE number 1089114
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| English | Asymptotic normality of least-squares estimators of tail indices |
scientific article; zbMATH DE number 1089114 |
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Asymptotic normality of least-squares estimators of tail indices (English)
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1997
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asymptotic confidence intervals
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asymptotic mean squared errors
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least-squares estimators
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tail index
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universal asymptotic normality
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0.9251045
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0.90967023
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0.9071283
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0.9067988
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