Asymptotic Expansions of Estimators for the Tail Index with Applications (Q4702171)
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scientific article; zbMATH DE number 1368018
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Expansions of Estimators for the Tail Index with Applications |
scientific article; zbMATH DE number 1368018 |
Statements
Asymptotic Expansions of Estimators for the Tail Index with Applications (English)
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23 November 1999
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heavy tailed distributions
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tail index estimation
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Hill estimator
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Pickands estimator
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asymptotic expansions
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confidence intervals
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