scientific article; zbMATH DE number 850885

MaRDI QIDQ4867477zbMATH OpenFDO

Authors Akli Hammache

Publication date 1 May 1996

zbMATH Keywords

kernel estimatorPareto-type distributiontail indexbandwidth parameter

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Estimation of the pareto shape parameter
• Estimator of the Pareto index based on nonparametric test
• A computational approach to estimation of discrete Pareto parameters
• An efficient estimation method for the Pareto distribution
• Pareto tail index estimation revisited
• Pareto Density Estimation: A Density Estimation for Knowledge Discovery
• The consistency of automatic kernel density estimates
• Bias reduction in kernel tail index estimation for randomly truncated Pareto-type data

Cited in

(2)

• Kernel estimates of the tail index of a distribution
• Uniform in bandwidth consistency of kernel estimators of the tail index

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