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Estimating Pareto tail index based on sample means

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F46747885%3A24510%2F04%3A00000016" target="_blank" >RIV/46747885:24510/04:00000016 - isvavai.cz</a>

  • Alternative codes found

    RIV/46747885:24510/04:00000073

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Estimating Pareto tail index based on sample means

  • Original language description

    "It proposes an estimator of the Pareto tail index based on all observations; its idea rests in the tail behavior of the sample mean having a simple structure under heavy-tailed d.f."The estimator is strongly consistent and asymptotically normal.

  • Czech name

    Odhad Paretova indexu na základě výběrových průměrů

  • Czech description

    Je navržen odhad Paretova indexu, který je založen na použití všech pozorování. Odhad je konzistentní a asymptoticky normální.

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    BA - General mathematics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GA205%2F02%2F0871" target="_blank" >GA205/02/0871: Development of statistical downscaling methods for climate change impact research</a><br>

  • 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

  • ISSN

    1645-6726

  • e-ISSN

  • Volume of the periodical

    2

  • Issue of the periodical within the volume

    1

  • Country of publishing house

    PT - PORTUGAL

  • Number of pages

    25

  • Pages from-to

    75-99

  • UT code for WoS article

  • EID of the result in the Scopus database