Tail estimates motivated by extreme value theory

DOI10.1214/AOS/1176346804zbMATH Open0555.62035OpenAlexW2063062722MaRDI QIDQ760731FDOQ760731

Authors: Richard A. Davis, Sidney I. Resnick 

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346804

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• scientific article; zbMATH DE number 810905

zbMATH Keywords

Pareto distributionregular variationorder statisticsrates of convergencetail estimationempirical mean residual lifelog transformed data

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

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