A new estimator for a tail index
From MaRDI portal
Publication:1415507
DOI10.1023/A:1025818424104zbMath1030.62041MaRDI QIDQ1415507
Publication date: 4 December 2003
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Statistics of extreme values; tail inference (62G32)
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