New type of estimator of Pareto tail index
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F02%3A00003615" target="_blank" >RIV/00216208:11320/02:00003615 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
New type of estimator of Pareto tail index
Original language description
We construct a new estimator and test of the Pareto type tail index of a probability distribution, based on a tail behavior property of sample means. The estimator is illustrated on a simulation study.
Czech name
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Czech description
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Classification
Type
V<sub>x</sub> - Unclassified - Research report containing classified information
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/ME%20461" target="_blank" >ME 461: Medical application of passively Q-switched lasers</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2002
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Number of pages
15
Place of publication
Praha
Publisher/client name
MFF UK, KPMS
Version
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