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Q4279653 - MaRDI portal

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scientific article; zbMATH DE number 503320
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English
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scientific article; zbMATH DE number 503320

    Statements

    author
    Wolf-Dieter Richter
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    S. Taube
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    Josef G. Steinebach
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    publication date
    4 May 1995
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    zbMATH Keywords
    estimation of exponential tail coefficients
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    Hill-type estimates
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    adjustment coefficient in risk theory
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    consistency
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    asymptotic normality
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    simulation results
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    finite sample behaviour
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    Identifiers

    Mathematics Subject Classification ID
    62G05
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    62G20
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    62P05
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    zbMATH DE Number
    503320
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