Asymptotic expansions of estimators for the tail index with applications

Shihong Cheng, Jiazhu Pan

Research output: Contribution to journalArticle

13 Citations (Scopus)
Original languageEnglish
Pages (from-to)717-728
Number of pages12
JournalScandinavian Journal of Statistics
Volume25
Issue number4
Publication statusPublished - Dec 1998

Keywords

  • estimators
  • statistical theories
  • periodical indexing
  • confidence interval
  • distribution functions
  • random variables
  • statistical discrepancies
  • coefficients

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