Estimation of distribution tails —a semiparametric approach (Q3141122)
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scientific article; zbMATH DE number 444678
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| English | Estimation of distribution tails —a semiparametric approach |
scientific article; zbMATH DE number 444678 |
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Estimation of distribution tails —a semiparametric approach (English)
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11 October 1994
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asymptotic maximum likelihood
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logarithmic rate of convergence
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heavy- tailed distributions
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extended Pareto model
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extended Weibull-model
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regularly varying function
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slowly varying function
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extreme value distributions
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upper order statistics
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consistency
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asymptotic normality
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rate of convergence
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simulation results
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0.9331348
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0.93168795
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0.93008935
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0.92046064
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0.9165936
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0.91639876
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