A tail estimator for the index of the stable paretian distribution<sup>∗</sup> (Q3842928)
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scientific article; zbMATH DE number 1192465
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| English | A tail estimator for the index of the stable paretian distribution<sup>∗</sup> |
scientific article; zbMATH DE number 1192465 |
Statements
A tail estimator for the index of the stable paretian distribution<sup>∗</sup> (English)
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9 November 1998
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stable distributions
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Pickands estimator
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Pareto distributions
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tail estimator
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Hill estimator
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0.8887256383895874
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0.8608525395393372
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0.8566561341285706
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