A new test for tail index with application to Danish fire loss data

DOI10.1080/00949655.2021.1954647OpenAlexW3192064510MaRDI QIDQ3390350

Tony Siu Tung Wong, Wai Keung Li

Publication date: 24 March 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2021.1954647

zbMATH Keywords

order statisticstail indexsequential methodthresholdPareto tail

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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