论文信息 - A New Estimator for a Tail Index

A New Estimator for a Tail Index

We investigate properties of a new estimator for a tail index introduced by Davydov and co-workers. The main advantage of this estimator is the simplicity of the statistic used for the estimator. We provide results of simulation by comparing plots of our's and Hill's estimators.

Vygantas Paulauskas | V. Paulauskas

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