Some results on estimation of the tail index of a distribution

zbMath0965.62046MaRDI QIDQ1387509

Jiazhu Pan

Publication date: 31 July 2001

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

zbMATH Keywords

strong convergencemean squared errortail indexcomparisons of estimators

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

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