Weak limiting behaviour of a simple tail Pareto-index estimator (Q1890864)
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scientific article; zbMATH DE number 758069
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak limiting behaviour of a simple tail Pareto-index estimator |
scientific article; zbMATH DE number 758069 |
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Weak limiting behaviour of a simple tail Pareto-index estimator (English)
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23 May 1995
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Pareto distribution
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order statistics
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weak asymptotic properties
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estimator of the exponent
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regularly varying upper tail
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