Truncated estimation of ratio statistics with application to heavy tail distributions
The problem of estimation of the heavy tail index is revisited from the point of view of truncated estimation. A class of novel estimators is introduced having guaranteed accuracy based on a sample of fixed size. The performance of these estimators is quantified both theoretically and in simulations...
| Published in: | Mathematical methods of statistics Vol. 27, № 3. P. 226-243 |
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| Main Author: | |
| Other Authors: | , |
| Format: | Article |
| Language: | English |
| Subjects: | |
| Online Access: | http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000650259 Перейти в каталог НБ ТГУ |