On the Optimality of Estimating the Tail Index and a Naive Estimator (Q3763402)
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scientific article; zbMATH DE number 4020210
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| English | On the Optimality of Estimating the Tail Index and a Naive Estimator |
scientific article; zbMATH DE number 4020210 |
Statements
On the Optimality of Estimating the Tail Index and a Naive Estimator (English)
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1987
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order statistics
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asymptotic normality
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estimating the tail index
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strong and weak consistencies
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central limit theorems
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naive estimator
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rates of convergence
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0.8282846808433533
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0.8282846808433533
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0.8069078326225281
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0.7940518856048584
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0.7900850772857666
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