SHIFTED HILL'S ESTIMATOR FOR HEAVY TAILS

DOI10.1081/SAC-100107790zbMath1008.62599MaRDI QIDQ4787622

Mark M. Meerschaert, Inmaculada B. Aban

Publication date: 8 January 2003

Published in: Communications in Statistics: Simulation and Computation (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

Related Items (5)

Fractional reproduction-dispersal equations and heavy tail dispersal kernels ⋮ Generalized least-squares estimators for the thickness of heavy tails ⋮ A review of more than one hundred Pareto-tail index estimators ⋮ Parameter estimation for one-sided heavy-tailed distributions ⋮ A POISSON–PARETO MODEL OF CHLOROPHYLL-A FLUORESCENCE SIGNALS IN MARINE ENVIRONMENTS

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