scientific article; zbMATH DE number 4111797

MaRDI QIDQ3834865zbMATH OpenFDO

Authors J. Beirlant, J. L. Teugels

Publication date 1989

zbMATH Keywords

asymptotic normalitydomain of attraction of the normal lawHill's estimatormaximum likelihood estimatortail and quantile estimation

Mathematics Subject Classification ID

Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20)

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• Fitting a parametric distribution for large claims in case of censored or partitioned data

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