scientific article; zbMATH DE number 4111797

zbMATH Open0678.62025MaRDI QIDQ3834865FDOQ3834865

Authors: J. Beirlant, J. L. Teugels 

Publication date: 1989

Title of this publication is not available (Why is that?)

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zbMATH Keywords

asymptotic normalitymaximum likelihood estimatorHill's estimatordomain of attraction of the normal lawtail and quantile estimation

Mathematics Subject Classification ID

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

Cited In (19)

• Fitting a parametric distribution for large claims in case of censored or partitioned data
• Asymptotic behavior of Hill's estimate and applications
• Generalized least-squares estimators for the thickness of heavy tails
• Bootstrap confidence intervals for the pareto index
• On the estimation of high quantiles
• Residual estimators
• Title not available (Why is that?)
• Modeling large claims in non-life insurance
• The mean residual life function at great age: Applications to tail estimation
• Estimating L-functionals for heavy-tailed distributions and application
• Power-law distributions in binned empirical data
• A review of more than one hundred Pareto-tail index estimators
• On asymptotic normality of Hill's estimator for the exponent of regular variation
• Asymptotics for \(T\)-estimators
• Robust estimator of the ruin probability in infinite time for heavy-tailed distributions
• Estimating the conditional tail expectation in the case of heavy-tailed losses
• POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk
• On estimation of the exponent of regular variation using a sample with missing observations
• Reduced-bias estimator of the ruin probability in infinite time for heavy-tailed distributions with index in the upper half of the unit interval

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