Estimators of the exponent of regular variation with universally normal asymptotic distributions

MaRDI QIDQ1376542zbMATH OpenFDO

Authors László Viharos

Publication date 1997

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

extreme order statisticsintermediate order statisticsregular variation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

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• Tail index estimation based on linear combinations of intermediate order statistics
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• ON THE USE OF THE EMPIRICAL DISTRIBUTION AND CHARACTERISTIC FUNCTION TO ESTIMATE PARAMETERS OF REGULAR VARIATION
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Cited in

(5)

• From extended regular variation to regular variation with application in extreme value statis\-tics
• scientific article; zbMATH DE number 4213217 (Why is no real title available?)
• Asymptotic distributions for weighted power sums of extreme values
• Asymptotic cumulants of the estimator of the canonical parameter in the exponential family
• Tail index estimation based on linear combinations of intermediate order statistics

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