scientific article; zbMATH DE number 1106829

zbMATH Open0916.62020MaRDI QIDQ4372085FDOQ4372085

Michael Falk, Frank Marohn

Publication date: 4 July 1999

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

zbMATH Keywords

asymptotic efficiencystable distributiongeneralized Pareto distributionHill estimatorLANextreme order statisticcentral sequencefinite sample size propertiesdelta-neighborhood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Cited In (1)

• Estimating the index of a stable law via the pot-method

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4372085)