SHIFTED HILL'S ESTIMATOR FOR HEAVY TAILS

DOI10.1081/SAC-100107790zbMATH Open1008.62599MaRDI QIDQ4787622FDOQ4787622

Authors: Inmaculada B. Aban, Mark M. Meerschaert 

Publication date: 8 January 2003

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

Recommendations

• A class of unbiased location invariant Hill-type estimators for heavy tailed distributions
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Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

Cited In (6)

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

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