Estimating the First- and Second-Order Parameters of a Heavy-Tailed Distribution (Q4669476)
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scientific article; zbMATH DE number 2156904
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| English | Estimating the First- and Second-Order Parameters of a Heavy-Tailed Distribution |
scientific article; zbMATH DE number 2156904 |
Statements
Estimating the First- and Second-Order Parameters of a Heavy-Tailed Distribution (English)
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15 April 2005
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bias
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censored likelihood function
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Hill estimator
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second-order regular variation
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tail index
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0.8357574343681335
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0.8220833539962769
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0.8165968656539917
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0.8108580112457275
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