Semi-parametric estimation for heavy tailed distributions

DOI10.1007/S10687-009-0086-6zbMath1226.62053OpenAlexW2008644389MaRDI QIDQ650683

Cécile Mercadier, Gabriela Ciuperca

Publication date: 26 November 2011

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-009-0086-6

zbMATH Keywords

asymptotic propertiesHill estimatorextreme value indexsemi-parametric estimationsecond order parameter

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)

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