Estimating a tail exponent by modelling departure from a Pareto distribution
type: Item
instance of: scholarly article
title: Estimating a tail exponent by modelling departure from a Pareto distribution
zbMATH Open document ID: 0942.62059
author: Andrey Feuerverger
author: Peter Hall
published in: The Annals of Statistics
publication date: 2000-06-07T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62G30
zbMATH DE Number: 1420026
zbMATH Keywords: bias reduction
zbMATH Keywords: extreme-value theory
zbMATH Keywords: log-spacings
zbMATH Keywords: maximum likelihood
zbMATH Keywords: order statistics
zbMATH Keywords: peaks-over-threshold
zbMATH Keywords: regression
zbMATH Keywords: regular variation
zbMATH Keywords: spacings Zipf's law
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1018031215
OpenAlex ID: W1544520332
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DOI: 10.1214/AOS/1018031215
description: scientific article; zbMATH DE number 1420026