Semi-parametric estimation for heavy tailed distributions

DOI10.1007/s10687-009-0086-6zbMath1226.62053MaRDI QIDQ650683

Cécile Mercadier, Gabriela Ciuperca

Publication date: 26 November 2011

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-009-0086-6

zbMATH Keywords

asymptotic properties; Hill estimator; extreme value index; semi-parametric estimation; second order parameter

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62G32: Statistics of extreme values; tail inference

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