A class of new tail index estimators
From MaRDI portal
Publication:520570
DOI10.1007/s10463-015-0548-3zbMath1362.62116arXiv1501.00811OpenAlexW2196865181MaRDI QIDQ520570
Vygantas Paulauskas, Marijus Vaičiulis
Publication date: 5 April 2017
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.00811
Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)
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