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Consistency of the PLFit estimator for power-law data

Consistency of the PLFit estimator for power-law data

17 February 2020
Ayan Bhattacharya
Bohan Chen
R. Hofstad
B. Zwart
ArXiv (abs)PDFHTML

Papers citing "Consistency of the PLFit estimator for power-law data"

1 / 1 papers shown
Title
On a minimum distance procedure for threshold selection in tail analysis
On a minimum distance procedure for threshold selection in tail analysis
H. Drees
Anja Janssen
Sidney I. Resnick
Tiandong Wang
39
31
0
15 Nov 2018
1