Asymptotic normality of location invariant heavy tail index estimator (Q650731)
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scientific article; zbMATH DE number 5981300
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asymptotic normality of location invariant heavy tail index estimator |
scientific article; zbMATH DE number 5981300 |
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Asymptotic normality of location invariant heavy tail index estimator (English)
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27 November 2011
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asymptotic normality
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location invariant index estimator
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second order regular variation
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tail index
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0.9251045
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0.91002274
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0.9007104
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0.88966554
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0.88949376
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