On the estimation of the second order parameter for heavy-tailed distributions (Q5255147)
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scientific article; zbMATH DE number 6445229
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| English | On the estimation of the second order parameter for heavy-tailed distributions |
scientific article; zbMATH DE number 6445229 |
Statements
12 June 2015
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extreme-value theory
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heavy-tailed distribution
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extreme-value index
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second order parameter
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asymptotic properties
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0.8459647297859192
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0.8455371260643005
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0.8401724100112915
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0.8366919755935669
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