Maximum lq-likelihood estimator of the heavy-tailed distribution parameter
Studying the extreme value theory (EVT) involves multiple main objectives, among them the estimation of the tail index parameter. Some estimation methods are used to estimate the tail index parameter like maximum likelihood estimation (MLE). Additionally, the Hill estimator is one type of maximum li...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Croatian Statistical Association
2024-01-01
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| Series: | Croatian Review of Economic, Business and Social Statistics |
| Subjects: | |
| Online Access: | https://hrcak.srce.hr/file/466649 |