Adaptive estimates of parameters of regular variation
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Publication:1083792
DOI10.1214/aos/1176346596zbMath0605.62033OpenAlexW1997644467MaRDI QIDQ1083792
Publication date: 1985
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176346596
order statisticsinvariance principlesregularly varying tailsadaptive estimatorssimulation studiesestimating shape and scale parameters
Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35) Functional limit theorems; invariance principles (60F17)
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