A class of asymptotically unbiased semi-parametric estimators of the tail index. (Q1872866)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of asymptotically unbiased semi-parametric estimators of the tail index. |
scientific article |
Statements
A class of asymptotically unbiased semi-parametric estimators of the tail index. (English)
0 references
18 May 2003
0 references
extremes
0 references
finite sample behavior
0 references
Student models
0 references
robustness
0 references
simulations
0 references
0 references
0 references
