Tail index estimation with a fixed tuning parameter fraction
type: Item
instance of: scholarly article
title: Tail index estimation with a fixed tuning parameter fraction
zbMATH Open document ID: 1383.62154
author: Chaitra H. Nagaraja
author: Tucker S. McElroy
published in: Journal of Statistical Planning and Inference
publication date: 2015-12-28T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 6524344
zbMATH Keywords: extreme value theory
zbMATH Keywords: heavy tails
zbMATH Keywords: stable distributions
MaRDI profile type: Publication
full work available at URL: j.jspi.2015.08.005
OpenAlex ID: W1216217498
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DOI: 10.1016/J.JSPI.2015.08.005
description: scientific article; zbMATH DE number 6524344