On the estimation of the second order parameter for heavy-tailed distributions

MaRDI QIDQ5255147zbMATHFDO

Authors El Hadji Dème, Laurent Gardes, Stéphane Girard

Publication date 12 June 2015

Full work available at URL https://www.ine.pt/revstat/pdf/rs130303.pdf

zbMATH Keywords

asymptotic propertiesheavy-tailed distributionextreme-value indexextreme-value theorysecond order parameter

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Order statistics; empirical distribution functions (62G30)

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