Estimating Pareto tail index based on sample means
Result description
The result's identifiers
Result code in IS VaVaI
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Estimating Pareto tail index based on sample means
Original language description
We propose an estimator of the Pareto index m, based on the tail behavior of the sample mean. The estimator is strongly consistent and asymptotically normal. Its behavior is illustrated in a simulation study.
Czech name
Odhad Paretova indexu založený na výběrových průměrech
Czech description
Odhad Paretova indexu založený na výběrových průměrech
Classification
Type
Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2004
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
REVSTAT Statistical Journal
ISSN
0873-4275
e-ISSN
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Volume of the periodical
2
Issue of the periodical within the volume
1
Country of publishing house
GB - UNITED KINGDOM
Number of pages
26
Pages from-to
75-100
UT code for WoS article
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EID of the result in the Scopus database
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Basic information
Result type
Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP
BA - General mathematics
Year of implementation
2004