Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data

DOI10.1080/02331888.2014.969267zbMath1336.62072arXiv1310.0333OpenAlexW1997767333MaRDI QIDQ3462152

Mofei Jia, Emanuele Taufer, Danijel Grahovac, Nikolai N. Leonenko

Publication date: 4 January 2016

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.0333

zbMATH Keywords

partition functionheavy tailstail indexscaling function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Statistics of extreme values; tail inference (62G32)

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