Revisiting the role of the Jackknife methodology in the estimation of a positive tail index

Communications in Statistics - Theory and Methods

Volumn 34, Issue 2, 2005, Pages 319-335

  Gomes, M Ivette ^a,c   Pereira, Hugo ^b   Miranda, M Cristina ^c  

^a Center of Statistics Applications of Lisbon University CEAUL   (Portugal)

^b UNIVERSITY OF LISBON   (Portugal)

^c UNIVERSITY OF LISBON   (Portugal)

Author keywords

Heavy tails; Jackknife methodology; Semi parametric estimation; Statistics of extremes

Indexed keywords

APPROXIMATION THEORY; ASYMPTOTIC STABILITY; FUNCTIONS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; THEOREM PROVING;

HEAVY TAILS; JACKKNIFE METHODOLOGY; SEMI PARAMETRIC ESTIMATION; STATISTICS OF EXTREMES;

STATISTICAL METHODS;

EID: 17044389845     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/STA-200047388     Document Type: Article

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