Tail estimation of the stable index \(\alpha\) (Q1921190)
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scientific article; zbMATH DE number 915095
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail estimation of the stable index \(\alpha\) |
scientific article; zbMATH DE number 915095 |
Statements
Tail estimation of the stable index \(\alpha\) (English)
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9 February 1997
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stable distributions
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Hill estimator
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Pickands estimator
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existence of moments
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tail-estimation
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index of stability
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0.9441138
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0.93277466
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0.9309026
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0.9138346
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0.8959367
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