Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known
type: Item
instance of: scholarly article
title: Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known
zbMATH Open document ID: 1184.62074
author: Changryong Baek
author: Vladas Pipiras
published in: Journal of Statistical Planning and Inference
publication date: 2010-04-14T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 5692770
zbMATH Keywords: extreme value theory
zbMATH Keywords: tail exponent estimation
zbMATH Keywords: bias reduction
zbMATH Keywords: heavy tails
zbMATH Keywords: least squares estimator
zbMATH Keywords: random difference equations
MaRDI profile type: Publication
full work available at URL: j.jspi.2010.01.046
OpenAlex ID: W2010697530
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DOI: 10.1016/J.JSPI.2010.01.046
description: scientific article; zbMATH DE number 5692770