Limiting behaviour of a geometric-type estimator for tail indices. (Q1423351)
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scientific article; zbMATH DE number 2041767
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limiting behaviour of a geometric-type estimator for tail indices. |
scientific article; zbMATH DE number 2041767 |
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Limiting behaviour of a geometric-type estimator for tail indices. (English)
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14 February 2004
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Adjustment coefficient
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Least squares estimators
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Parameter estimation
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tail indices
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Universal asymptotic normality
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