Semiparametric lower bounds for tail index estimation (Q2581645)
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scientific article; zbMATH DE number 2245046
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| English | Semiparametric lower bounds for tail index estimation |
scientific article; zbMATH DE number 2245046 |
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Semiparametric lower bounds for tail index estimation (English)
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10 January 2006
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Extreme value theory
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Local asymptotic normality
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Pareto model
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Weibull model
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0.8222485184669495
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0.8139729499816895
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0.8125385642051697
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0.8102395534515381
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0.8102395534515381
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