Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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ESTIMATION OF THE SECOND ORDER PARAMETER CHARACTERIZING THE TAIL BEHAVIOR OF PROBABILITY DISTRIBUTIONS: CONSISTENCY

  • Yun, Seok-Hoon (Department of Applied Statistics, University of Suwon)
  • Published : 2005.12.01
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Abstract

In this paper we introduce an estimator of the second order parameter characterizing the tail behavior of probability distributions and prove its consistency.

Keywords

References

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