The harmonic moment tail index estimator: asymptotic distribution and robustness
From MaRDI portal
Publication:2434141
DOI10.1007/s10463-013-0412-2zbMath1281.62123MaRDI QIDQ2434141
Jan Beran, Milan Stehlík, Dieter Schell
Publication date: 17 February 2014
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-013-0412-2
62E20: Asymptotic distribution theory in statistics
62G35: Nonparametric robustness
62G32: Statistics of extreme values; tail inference
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