Tail index estimation based on survey data
From MaRDI portal
Publication:2786467
DOI10.1051/ps/2014011zbMath1351.62019MaRDI QIDQ2786467
Stéphan Clémençon, Patrice Bertail, Emilie Chautru
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
62F12: Asymptotic properties of parametric estimators
62D05: Sampling theory, sample surveys
62G32: Statistics of extreme values; tail inference