scientific article; zbMATH DE number 4213208

MaRDI QIDQ3359558zbMATH OpenFDO

Authors Hachemi Kasdi

Publication date 1991

zbMATH Keywords

characterizationempirical quantile functionHill estimateorder statisticsPareto indexregularly varying upper tails

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Recommendations

• On the asymptotic normality of Hill's estimator
• scientific article; zbMATH DE number 29665
• Large deviation theorem for Hill's estimator
• Asymptotic Expansions of Estimators for the Tail Index with Applications
• Kernel estimates of the tail index of a distribution

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3359558)