Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach |
scientific article |
Statements
Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (English)
0 references
11 March 2008
0 references
Lévy-stable law
0 references
Extreme values
0 references
Heavy tails
0 references
Hill's estimator
0 references
Scale parameter estimator
0 references
0 references
0 references
0 references
0 references
