Asymptotic normality of least-squares estimators of tail indices (Q1373202)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Asymptotic normality of least-squares estimators of tail indices
scientific article

    Statements

    Asymptotic normality of least-squares estimators of tail indices (English)
    0 references
    0 references
    0 references
    0 references
    1997
    0 references
    asymptotic confidence intervals
    0 references
    asymptotic mean squared errors
    0 references
    least-squares estimators
    0 references
    tail index
    0 references
    universal asymptotic normality
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references