Fat tail distributions and local thin tail alternatives

DOI10.1080/03610929608831726MaRDI QIDQ4337151zbMATH OpenOpenAlexFDO

Authors Geert Gielens, Stefan Straetmans, Casper G. de Vries

Publication date 19 May 1997

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

Full work available at URL http://repub.eur.nl/pub/12407

zbMATH Keywords

biasHill estimatorstable distributiontail index

Mathematics Subject Classification ID

Point estimation (62F10)

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• SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS

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