Shifted hill's estimator for heavy tails

Communications in Statistics Part B: Simulation and Computation

Volumn 30, Issue 4, 2001, Pages 949-962

  Aban, Inmaculada B ^a   Meerschaert, Mark M ^a  

^a UNIVERSITY OF NEVADA   (United States)

Author keywords

Heavy tails; Maximum likelihood estimation; Order statistics

Indexed keywords

EID: 31244434198     PISSN: 03610918     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAC-100107790     Document Type: Article

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