The harmonic moment tail index estimator: asymptotic distribution and robustness

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

zbMATH Keywords

robustness; Hill estimator; regularly varying tail

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62G35: Nonparametric robustness

62G32: Statistics of extreme values; tail inference

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