scientific article; zbMATH DE number 1106829

MaRDI QIDQ4372085zbMATH OpenFDO

Authors Michael Falk, Frank Marohn

Publication date 4 July 1999

zbMATH Keywords

asymptotic efficiencycentral sequencedelta-neighborhoodextreme order statisticfinite sample size propertiesgeneralized Pareto distributionHill estimatorLANstable distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

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(1)

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

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