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Publication:3433267
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zbMath1132.62326MaRDI QIDQ3433267

Jan Picek, Alena Fialová, Jana Jureckova

Publication date: 27 April 2007


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

tail behaviordomain of attractionPareto indexstrong embedding of empirical process


Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)


Related Items (2)

Testing the tail index in autoregressive models ⋮ A review of more than one hundred Pareto-tail index estimators




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