Title of article
Estimating the index of a stable law via the pot-method
Author/Authors
Frank Marohn، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 1999
Pages
11
From page
413
To page
423
Keywords
Point process of exceedances , Peaks over threshold , generalized Pareto distribution , LAN , Central sequence , asymptotic efficiency , Finite sample size properties , Stable distribution , Hillestimator
Journal title
Statistics and Probability Letters
Serial Year
1999
Journal title
Statistics and Probability Letters
Record number
139058
Link To Document