Estimating the first- and second-order parameters of a heavy-tailed distribution

Australian and New Zealand Journal of Statistics

Volumn 46, Issue 2, 2004, Pages 305-312

  Peng, Liang ^a   Qi, Yongcheng ^b  

^a GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

^b UNIVERSITY OF MINNESOTA DULUTH   (United States)

Author keywords

Bias; Censored likelihood function; Hill estimator; Second order regular variation; Tail index

Indexed keywords

EID: 3042734524     PISSN: 13691473     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-842X.2004.00331.x     Document Type: Article

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