Estimation problems for distributions with heavy tails

DOI10.1016/S0378-3758(03)00142-3zbMath1097.62043MaRDI QIDQ1883277

Zhaozhi Fan

Publication date: 4 October 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32) Bootstrap, jackknife and other resampling methods (62F40) Large deviations (60F10)

Related Items (4)

Random weighting estimation of stable exponent ⋮ A review of more than one hundred Pareto-tail index estimators ⋮ Parameter Estimation of Stable Distributions ⋮ Minimum-Distance Estimator for Stable Exponent

Cites Work

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