Semiparametric estimators for heavy tailed distributions

MaRDI QIDQ3560418zbMATH OpenFDO

Authors Valeria Caviezel, Sergio Ortobelli, Svetlozar T. Rachev

Publication date 14 May 2010

zbMATH Keywords

estimating functionasymptotic varianceinfinitely divisible distributionsstable distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Point estimation (62F10) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)

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