ON THE USE OF THE EMPIRICAL DISTRIBUTION AND CHARACTERISTIC FUNCTION TO ESTIMATE PARAMETERS OF REGULAR VARIATION

DOI10.1111/j.1467-842X.1986.tb00596.xzbMath0614.62030MaRDI QIDQ4721388

A. H. Welsh

Publication date: 1986

Published in: Australian Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

regular variationbiasstable lawempirical characteristic functionextreme value distributionempirical distributionextreme order statisticsregularly varying tailcentral limit theorems for the error about the meanrates of mean square error convergence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Order statistics; empirical distribution functions (62G30)

Related Items (2)

Asymptotically efficient estimation of the index of regular variation ⋮ Semi-parametric regression estimation of the tail index

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