Weak limiting behaviour of a simple tail Pareto-index estimator
type: Item
instance of: scholarly article
title: Weak limiting behaviour of a simple tail Pareto-index estimator
zbMATH Open document ID: 0819.62041
DOI: 10.1016/0378-3758(94)00060-3
published in: Journal of Statistical Planning and Inference
publication date: 1995-05-23T00:00:00Z
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 758069
zbMATH Keywords: Pareto distribution
zbMATH Keywords: order statistics
zbMATH Keywords: weak asymptotic properties
zbMATH Keywords: estimator of the exponent
zbMATH Keywords: regularly varying upper tail
author: Jean-Noel Bacro
author: Margarida Brito
MaRDI profile type: Publication
full work available at URL: 0378-3758(94)00060-3
OpenAlex ID: W2033907117
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description: scientific article; zbMATH DE number 758069