scientific article
From MaRDI portal
Publication:2772022
zbMath0982.62053MaRDI QIDQ2772022
Publication date: 18 February 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Asymptotic properties of parametric estimators (62F12) Statistics of extreme values; tail inference (62G32)
Related Items
Tail index estimation with a fixed tuning parameter fraction, Generalized least-squares estimators for the thickness of heavy tails, A review of more than one hundred Pareto-tail index estimators, A moving window approach for nonparametric estimation of the conditional tail index, Estimation of the Weibull tail-coefficient with linear combination of upper order statistics, Weak convergence of a bootstrap geometric-type estimator with applications to risk theory, Testing for small bias of tail index estimators, A weighted mean excess function approach to the estimation of Weibull-type tails
