On tail parameter estimation in certain point process models

Journal of Statistical Planning and Inference

Volumn 60, Issue 1, 1997, Pages 169-187

  Höpfner, Reinhard ^a  

^a UNIVERSITY OF FREIBURG   (Germany)

Author keywords

Hill estimator; Neighbourhoods of a parametric model; Optimality; Tail parameters

Indexed keywords

EID: 0031590995     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(96)00128-0     Document Type: Article

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