On the accuracy of inference on heavy-tailed distributions (Q2931888)
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scientific article; zbMATH DE number 6374906
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| default for all languages | No label defined |
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| English | On the accuracy of inference on heavy-tailed distributions |
scientific article; zbMATH DE number 6374906 |
Statements
On the Accuracy of Inference on Heavy-Tailed Distributions (English)
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28 November 2014
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mean squared error
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lower bound
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tail index
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tail constant
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extreme quantile
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0.9105082154273988
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0.7978208661079407
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0.7923656702041626
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0.7904848456382751
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0.7810961604118347
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