Tail index estimation based on survey data
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Publication:2786467
DOI10.1051/ps/2014011zbMath1351.62019OpenAlexW2094454720MaRDI QIDQ2786467
Patrice Bertail, Emilie Chautru, Stéphan Clémençon
Publication date: 12 February 2016
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/ps/2014011
Asymptotic properties of parametric estimators (62F12) Sampling theory, sample surveys (62D05) Statistics of extreme values; tail inference (62G32)
Related Items
Scaling by subsampling for big data, with applications to statistical learning, Empirical Processes in Survey Sampling with (Conditional) Poisson Designs
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