Estimation of the tail index in the max-aggregation scheme
type: Item
instance of: scholarly article
title: Estimation of the tail index in the max-aggregation scheme
zbMATH Open document ID: 1318.62079
published in: Lithuanian Mathematical Journal
publication date: 2013-03-21T00:00:00Z
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 6147476
zbMATH Keywords: asymptotic normality
zbMATH Keywords: Hill estimator
zbMATH Keywords: mean-squared error
zbMATH Keywords: tail index
author: V. Paulauskas
author: Marijus Vaičiulis
MaRDI profile type: Publication
full work available at URL: s10986-012-9174-4
OpenAlex ID: W2012152009
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DOI: 10.1007/S10986-012-9174-4
description: scientific article; zbMATH DE number 6147476