Location invariant heavy tail index estimation with block method
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Publication:5089919
DOI10.1080/02331888.2022.2071898zbMath1493.62261OpenAlexW4229448207MaRDI QIDQ5089919
Shuang Hu, Saralees Nadarajah, Zuo Xiang Peng
Publication date: 15 July 2022
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2022.2071898
Asymptotic properties of parametric estimators (62F12) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)
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