Dual divergence estimators of the tail index

DOI10.5402/2012/746203zbMath1398.62120WikidataQ58692217 ScholiaQ58692217MaRDI QIDQ1952682

Mohamed Cherfi, Salim Bouzebda

Publication date: 3 June 2013

Published in: ISRN Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5402/2012/746203

zbMATH Keywords

tail index; estimator; \(\phi\)-divergences

Mathematics Subject Classification ID

62G35: Nonparametric robustness

62G05: Nonparametric estimation

62G32: Statistics of extreme values; tail inference

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On Bayesian estimation via divergences

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