A class of semiparametric tail index estimators and its applications (Q2173041)
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scientific article; zbMATH DE number 7191640
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A class of semiparametric tail index estimators and its applications |
scientific article; zbMATH DE number 7191640 |
Statements
A class of semiparametric tail index estimators and its applications (English)
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22 April 2020
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tail index
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Hill's estimator
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normal distribution
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asymptotic mean-square error
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0.8713635802268982
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0.8529084324836731
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0.8363961577415466
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0.81814044713974
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0.8179027438163757
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