Asymptotically efficient estimation of the index of regular variation (Q1922379)
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scientific article; zbMATH DE number 922114
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically efficient estimation of the index of regular variation |
scientific article; zbMATH DE number 922114 |
Statements
Asymptotically efficient estimation of the index of regular variation (English)
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19 January 1997
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LAN
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asymptotically efficient estimator
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conditional maximum likelihood estimator
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index of regular variation
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slowly varying function
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asymptotic normality
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conditional density
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order statistics
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iterative estimator
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