Asymptotically efficient estimation of the index of regular variation
type: Item
instance of: scholarly article
title: Asymptotically efficient estimation of the index of regular variation
zbMATH Open document ID: 0854.62022
author: Xiaoying Wei
published in: The Annals of Statistics
publication date: 1997-01-19T00:00:00Z
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 922114
zbMATH Keywords: LAN
zbMATH Keywords: asymptotically efficient estimator
zbMATH Keywords: conditional maximum likelihood estimator
zbMATH Keywords: index of regular variation
zbMATH Keywords: slowly varying function
zbMATH Keywords: asymptotic normality
zbMATH Keywords: conditional density
zbMATH Keywords: order statistics
zbMATH Keywords: iterative estimator
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1034713646
OpenAlex ID: W2021942325
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DOI: 10.1214/AOS/1034713646
description: scientific article; zbMATH DE number 922114