A test procedure for detecting super-heavy tails

DOI10.1016/j.jspi.2008.04.026zbMath1149.62036OpenAlexW2040930166MaRDI QIDQ958775

Cláudia Neves, Laurens De Haan, M. Isabel Fraga Alves

Publication date: 8 December 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.04.026

zbMATH Keywords

estimationregular variation theorymax-domain of attractiontest of hypothesis

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)

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