Generalized least-squares estimators for the thickness of heavy tails

Author:

Aban Inmaculada B.,Meerschaert Mark M.

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference25 articles.

1. Shifted Hill's estimator for heavy tails;Aban;Comm. Statist. Simulation Comput.,2001

2. Statistical Theory of Reliability and Life Testing;Barlow,1981

3. Beirlant, J., Teugels, J.L., 1989. Asymptotic normality of Hill's estimator. Extreme Value Theory. Lecture Notes in Statistics, Vol. 51, Springer, Berlin, pp. 148–155.

4. Tail index estimation and an exponential regression;Beirlant;Extremes,1999

5. Mathematical Statistics;Bickel,1977

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