On robust tail index estimation
type: Item
instance of: scholarly article
title: On robust tail index estimation
zbMATH Open document ID: 1255.62149
author: Jan Beran
author: Dieter Schell
published in: Computational Statistics and Data Analysis
publication date: 2012-12-30T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62G35
zbMATH DE Number: 6119762
zbMATH Keywords: huberization
zbMATH Keywords: Hill estimator
zbMATH Keywords: influence functional
zbMATH Keywords: small samples
MaRDI profile type: Publication
full work available at URL: j.csda.2010.05.028
OpenAlex ID: W2055249811
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DOI: 10.1016/J.CSDA.2010.05.028
description: scientific article; zbMATH DE number 6119762