Adaptive estimates of parameters of regular variation

DOI10.1214/aos/1176346596zbMath0605.62033MaRDI QIDQ1083792

Hall, Peter, A. H. Welsh

Publication date: 1985

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346596

zbMATH Keywords

order statistics; invariance principles; regularly varying tails; adaptive estimators; simulation studies; estimating shape and scale parameters

Mathematics Subject Classification ID

62G05: Nonparametric estimation

62F35: Robustness and adaptive procedures (parametric inference)

60F17: Functional limit theorems; invariance principles

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