Truncated estimation of ratio statistics with application to heavy tail distributions
type: Item
instance of: scholarly article
title: Truncated estimation of ratio statistics with application to heavy tail distributions
zbMATH Open document ID: 1409.62103
DOI: 10.3103/S1066530718030043
published in: Mathematical Methods of Statistics
publication date: 2018-12-05T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 6989595
zbMATH Keywords: heavy tails
zbMATH Keywords: parameter estimation
zbMATH Keywords: Pareto-type distributions
zbMATH Keywords: guaranteed accuracy
zbMATH Keywords: finite sample size
zbMATH Keywords: optimal convergence rate
author: Dimitris Politis
author: Vyacheslav A. Vasiliev
author: Sergey E. Vorobeychikov
MaRDI profile type: Publication
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full work available at URL: s1066530718030043
OpenAlex ID: W2897056835
Wikidata QID: Q129085334
description: scientific article; zbMATH DE number 6989595