Estimation of distribution tails —a semiparametric approach
From MaRDI portal
Publication:3141122
DOI10.1007/BF02809405zbMath0796.62027MaRDI QIDQ3141122
Claudia Klüppelberg, José A. Villaseñor
Publication date: 11 October 1994
Published in: Blätter der DGVFM (Search for Journal in Brave)
rate of convergenceconsistencyasymptotic normalityextreme value distributionssimulation resultsslowly varying functionregularly varying functionlogarithmic rate of convergenceupper order statisticsasymptotic maximum likelihoodextended Pareto modelextended Weibull-modelheavy- tailed distributions
Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Point estimation (62F10)
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