On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails |
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On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (English)
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27 December 2019
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average excess
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conditional tail moment
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heavy-tailed distribution
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Hill estimator
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joint convergence
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random right-truncation
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tail homogeneity
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tail index
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threshold
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Lyapunov's central limit theorem
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