Tail index estimation with a fixed tuning parameter fraction
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Publication:899351
DOI10.1016/j.jspi.2015.08.005zbMath1383.62154OpenAlexW1216217498MaRDI QIDQ899351
Chaitra H. Nagaraja, Tucker S. McElroy
Publication date: 28 December 2015
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2015.08.005
Asymptotic properties of parametric estimators (62F12) Statistics of extreme values; tail inference (62G32)
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