HIGHLIGHTS
- who: Using Regularisation and collaborators from the Department of Statistics and Actuarial Science, School of Physical and Mathematical Sciences, University of Ghana, Accra, Ghana have published the research: Estimation of the Tail Index of Pareto-Type Distributions Using Regularisation, in the Journal: Journal of Mathematics 8e+05 4e+06 3e+06 of 27/Oct/2022
- what: The authors seek to propose alternative tail index estimators that yield much more stable tail index estimates relative to the number of top-order statistics and attain the minimum asymptotic variance of the Hill estimator under some conditions. The . . .
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