The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141)
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scientific article; zbMATH DE number 6257912
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| English | The harmonic moment tail index estimator: asymptotic distribution and robustness |
scientific article; zbMATH DE number 6257912 |
Statements
The harmonic moment tail index estimator: asymptotic distribution and robustness (English)
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17 February 2014
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regularly varying tail
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Hill estimator
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robustness
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0.8092189431190491
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0.7888720035552979
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0.7859973311424255
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0.7825542092323303
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