Some results on estimation of the tail index of a distribution

Chinese Annals of Mathematics. Series B

Volumn 19, Issue 2, 1998, Pages 239-248

  Pan, Jiazhu ^a  

^a PEKING UNIVERSITY   (China)

Author keywords

Comparisons of estimators; Mean squared error; Parameter estimation; Strong convergence; Tail index

Indexed keywords

EID: 22044439647     PISSN: 02529599     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (15)

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