On the favorable estimation for fitting heavy tailed data
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Publication:650699
DOI10.1007/s00180-010-0189-1zbMath1226.62013OpenAlexW1982827816MaRDI QIDQ650699
Milan Stehlík, Zdeněk Fabián, Rastislav Potocký, Helmut Waldl
Publication date: 26 November 2011
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-010-0189-1
Applications of statistics to actuarial sciences and financial mathematics (62P05) Parametric hypothesis testing (62F03) Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32)
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