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: ASYMPTOTIC NORMALITY

  • Yun Seok-Hoon (Department of Applied Statistics, University of Suwon)
  • Published : 2006.03.01
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Abstract

Yun (2005) introduced an estimator of the second order parameter characterizing the tail behavior of probability distributions and proved its consistency. In this paper we prove its asymptotic normality under a third order condition.

Keywords

References

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