ON THE USE OF THE EMPIRICAL DISTRIBUTION AND CHARACTERISTIC FUNCTION TO ESTIMATE PARAMETERS OF REGULAR VARIATION (Q4721388)
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scientific article; zbMATH DE number 3994748
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE USE OF THE EMPIRICAL DISTRIBUTION AND CHARACTERISTIC FUNCTION TO ESTIMATE PARAMETERS OF REGULAR VARIATION |
scientific article; zbMATH DE number 3994748 |
Statements
ON THE USE OF THE EMPIRICAL DISTRIBUTION AND CHARACTERISTIC FUNCTION TO ESTIMATE PARAMETERS OF REGULAR VARIATION (English)
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1986
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regular variation
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regularly varying tail
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central limit theorems for the error about the mean
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bias
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extreme value distribution
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stable law
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empirical distribution
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extreme order statistics
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empirical characteristic function
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rates of mean square error convergence
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