Optimal index estimation of heavy-tailed distributions (Q4987194)
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scientific article; zbMATH DE number 7341201
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal index estimation of heavy-tailed distributions |
scientific article; zbMATH DE number 7341201 |
Statements
Optimal index estimation of heavy-tailed distributions (English)
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29 April 2021
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Cauchy distribution
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heavy tails
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log-gamma distribution
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optimal convergence rate
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optimal parameter estimation
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Pareto-type distributions
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