Estimation problems for distributions with heavy tails (Q2763488)

From MaRDI portal





scientific article; zbMATH DE number 1691542
Language Label Description Also known as
English
Estimation problems for distributions with heavy tails
scientific article; zbMATH DE number 1691542

    Statements

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

    Identifiers