Estimating the mean of heavy-tailed distributions

DOI10.1023/B:EXTR.0000025668.95782.3DzbMath1063.62073OpenAlexW2066831115MaRDI QIDQ1775992

Joachim Johansson

Publication date: 20 May 2005

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:extr.0000025668.95782.3d

zbMATH Keywords

asymptotic normalityPareto distributionPareto approximation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Applications of statistics in engineering and industry; control charts (62P30) Statistics of extreme values; tail inference (62G32)

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