Estimation of the tail index for lattice-valued sequences (Q2443884)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the tail index for lattice-valued sequences |
scientific article |
Statements
Estimation of the tail index for lattice-valued sequences (English)
0 references
8 April 2014
0 references
tail index
0 references
Hill estimator
0 references
Pickands estimator
0 references
Dekkers-Einmahl-de Haan estimator
0 references
discretized Pareto random variable
0 references
central limit theorem
0 references
consistency
0 references
