On robust tail index estimation under random censorship (Q485978)
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scientific article; zbMATH DE number 6386354
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On robust tail index estimation under random censorship |
scientific article; zbMATH DE number 6386354 |
Statements
On robust tail index estimation under random censorship (English)
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14 January 2015
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heavy-tailed distributions
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Hill estimator
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random censorship
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regular variation
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robust estimation
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tail index
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0.9054552
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0.90080225
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0.89658386
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0.88768893
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