Heavy tail index estimation based on block order statistics (Q5036864)
From MaRDI portal
scientific article; zbMATH DE number 7480169
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heavy tail index estimation based on block order statistics |
scientific article; zbMATH DE number 7480169 |
Statements
Heavy tail index estimation based on block order statistics (English)
0 references
23 February 2022
0 references
asymptotic expansion
0 references
asymptotic normality
0 references
consistency
0 references
heavy tail index
0 references
0 references
0 references
