Semiparametric estimators for heavy tailed distributions

zbMATH Open1190.62027MaRDI QIDQ3560418FDOQ3560418

Authors: Valeria Caviezel, Sergio Ortobelli, Svetlozar T. Rachev 

Publication date: 14 May 2010

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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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