On Some Simple Estimates of an Exponent of Regular Variation
Author:
Affiliation:
1. Australian National University
Publisher
Wiley
Subject
Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.2517-6161.1982.tb01183.x/fullpdf
Reference7 articles.
1. A simple asymptotic estimate for the index of a stable distribution;De Haan;J. R. Statist. Soc. B,1980
2. On central limit and iterated logarithm supplements to the martingale convergence theorem;Heyde;J. Appl. Prob.,1977
3. A simple general approach to inference about the tail of a distribution;Hill;Ann. Math. Statist.,1975
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