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zbMath0977.62055MaRDI QIDQ2763488

Zhaozhi Fan

Publication date: 15 January 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

simulations tail index U-statistic heavy-tailed subsample estimator stable exponent minimum-distance re-sampling estimator

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Large deviations (60F10)

Related Items (1)

On estimating the tail index and the spectral measure of multivariate \(\alpha\)-stable distributions

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