Asymptotic normality of location invariant heavy tail index estimator

Extremes

Volumn 13, Issue 3, 2010, Pages 269-290

  Li, Jiaona ^a   Peng, Zuoxiang ^a   Nadarajah, Saralees ^b  

^a SOUTHWEST UNIVERSITY   (China)

^b UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Asymptotic normality; Location invariant index estimator; Second order regular variation; Tail index

Indexed keywords

EID: 77954861940     PISSN: 13861999     EISSN: 1572915X     Source Type: Journal    
DOI: 10.1007/s10687-009-0088-4     Document Type: Article

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