Truncated estimation of ratio statistics with application to heavy tail distributions

DOI10.3103/S1066530718030043zbMath1409.62103OpenAlexW2897056835WikidataQ129085334 ScholiaQ129085334MaRDI QIDQ1631209

Dimitris N. Politis, Vjatscheslav Vasiliev, Sergey E. Vorobeychikov

Publication date: 5 December 2018

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530718030043

zbMATH Keywords

parameter estimationheavy tailsoptimal convergence ratePareto-type distributionsguaranteed accuracyfinite sample size

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)

Related Items (1)

Optimal index estimation of heavy-tailed distributions

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