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Estimation problems for distributions with heavy tails - MaRDI portal

Estimation problems for distributions with heavy tails (Q2763488)

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scientific article; zbMATH DE number 1691542
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English
Estimation problems for distributions with heavy tails
scientific article; zbMATH DE number 1691542

    Statements

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    15 January 2002
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    U-statistic
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    minimum-distance
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    tail index
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    heavy-tailed
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    re-sampling estimator
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    subsample estimator
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    stable exponent
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    simulations
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    Estimation problems for distributions with heavy tails (English)
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    Identifiers