Asymptotic expansions of estimators for the tail index with applications

Shihong Cheng; Jiazhu Pan

Asymptotic expansions of estimators for the tail index with applications

Shihong Cheng, Jiazhu Pan

Mathematics And Statistics

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	717-728
Number of pages	12
Journal	Scandinavian Journal of Statistics
Volume	25
Issue number	4
Publication status	Published - Dec 1998

Keywords

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

Cite this

@article{2c1d15d2295c494c9251fe3c4d2a28d7,

title = "Asymptotic expansions of estimators for the tail index with applications",

keywords = "estimators, statistical theories, periodical indexing, confidence interval, distribution functions, random variables, statistical discrepancies, coefficients",

author = "Shihong Cheng and Jiazhu Pan",

year = "1998",

month = dec,

language = "English",

volume = "25",

pages = "717--728",

number = "4",

}

TY - JOUR

T1 - Asymptotic expansions of estimators for the tail index with applications

AU - Cheng, Shihong

AU - Pan, Jiazhu

PY - 1998/12

Y1 - 1998/12

KW - estimators

KW - statistical theories

KW - periodical indexing

KW - confidence interval

KW - distribution functions

KW - random variables

KW - statistical discrepancies

KW - coefficients

M3 - Article

VL - 25

SP - 717

EP - 728

JO - Scandinavian Journal of Statistics

JF - Scandinavian Journal of Statistics

IS - 4

ER -