On the Accuracy of Inference on Heavy-Tailed Distributions
type: Item
instance of: scholarly article
title: On the Accuracy of Inference on Heavy-Tailed Distributions
zbMATH Open document ID: 1318.60061
DOI: 10.1137/S0040585X97986710
author: S. Yu. Novak
published in: Theory of Probability & Its Applications
publication date: 2014-11-28T00:00:00Z
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 6374906
zbMATH Keywords: mean squared error
zbMATH Keywords: lower bound
zbMATH Keywords: tail index
zbMATH Keywords: tail constant
zbMATH Keywords: extreme quantile
MaRDI profile type: Publication
full work available at URL: s0040585x97986710
OpenAlex ID: W2154944902
description: scientific article