Inference about the tail of a distribution: improvement on the Hill estimator
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Publication:1958090
DOI10.1155/2010/924013zbMath1198.62043DBLPjournals/ijmmsc/Nuyts10arXiv1007.4334OpenAlexW2005396141WikidataQ58651474 ScholiaQ58651474MaRDI QIDQ1958090
Publication date: 28 September 2010
Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1007.4334
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Tail fitting for truncated and non-truncated Pareto-type distributions ⋮ A review of more than one hundred Pareto-tail index estimators
Cites Work
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