Location invariant heavy tail index estimation with block method (Q5089919)
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scientific article; zbMATH DE number 7557629
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| English | Location invariant heavy tail index estimation with block method |
scientific article; zbMATH DE number 7557629 |
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Location invariant heavy tail index estimation with block method (English)
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15 July 2022
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asymptotic normality
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consistency
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Hill-type estimator
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0.9177699089050292
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0.8716949224472046
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0.862450122833252
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0.8594294190406799
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0.829720139503479
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