An estimator of heavy tail index through the generalized jackknife methodology

DOI10.1155/2014/686240zbMath1407.62166OpenAlexW2008103840WikidataQ59068929 ScholiaQ59068929MaRDI QIDQ1718929

Publication date: 8 February 2019

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/686240

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32) Nonparametric statistical resampling methods (62G09)

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