Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
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Publication:4366113
DOI10.2307/2291593zbMath0881.62077OpenAlexW4236566926MaRDI QIDQ4366113
Petra Vynckier, Jan Beirlant, Jozef L. Teugels
Publication date: 18 November 1997
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2291593
Asymptotic properties of parametric estimators (62F12) Diagnostics, and linear inference and regression (62J20)
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