Estimating a tail exponent by modelling departure from a Pareto distribution

Annals of Statistics

Volumn 27, Issue 2, 1999, Pages 760-781

  Feuerverger, Andrey ^a   Hall, Peter ^a  

^a NONE

Author keywords

Bias reduction; Extreme value theory; Log spacings; Maximum likelihood; Order statistics; Peaks over threshold; Regression; Regular variation; Spacings; Zipf's law

Indexed keywords

EID: 0033424571     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (25)

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