Semi-parametric estimation for heavy tailed distributions (Q650683)
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scientific article; zbMATH DE number 5981261
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| English | Semi-parametric estimation for heavy tailed distributions |
scientific article; zbMATH DE number 5981261 |
Statements
Semi-parametric estimation for heavy tailed distributions (English)
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26 November 2011
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extreme value index
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second order parameter
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Hill estimator
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semi-parametric estimation
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asymptotic properties
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0.8459647297859192
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0.839944064617157
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0.8318963646888733
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0.8290799260139465
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0.8261478543281555
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