A review of more than one hundred Pareto-tail index estimators (Q6100936)

scientific article; zbMATH DE number 7690403

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English	A review of more than one hundred Pareto-tail index estimators	scientific article; zbMATH DE number 7690403

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instance of

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31 May 2023

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zbMATH Keywords

heavy tails

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Pareto distribution

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tail index

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review

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://ideas.repec.org/p/pra/mprapa/90072.html

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title

A review of more than one hundred Pareto-tail index estimators (English)

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cites work

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Identifiers

DOI

10.6092/issn.1973-2201/9533

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6100936