Estimator of the Pareto index based on nonparametric test

DOI10.1080/03610920802311758MaRDI QIDQ3585256zbMATH OpenOpenAlexWikidataFDO

Authors Marek Omelka, Jana Jurečková

Publication date 19 August 2010

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920802311758

zbMATH Keywords

asymptotic normalitystrong consistencyPareto-type tail index

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)

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• An estimator for the tail index of an integrated conditional Pareto-Weibull-type model
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