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- W1854269857 abstract "An estimator for the $M$-index of functions of $mathcal{M}$, a larger class than the class of regularly varying (RV) functions, is proposed. This index is the tail index of RV functions and this estimator is thus a new one on the class of RV functions. This estimator satisfies, assuming suitable conditions, strong consistency. Asymptotic normality of this estimator is proved for a large class of RV functions, showing a better performance than some well-known estimators. Illustrations with simulated and real life datasets are provided." @default.
- W1854269857 created "2016-06-24" @default.
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- W1854269857 date "2015-04-14" @default.
- W1854269857 modified "2023-09-27" @default.
- W1854269857 title "A simple estimator for the $mathcal{M}$-index of functions in $mathcal{M}$" @default.
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