| Title |
The region of asymptotic location invariance for a group estimator / |
| Translation of Title |
Grupinio įverčio asimptotinio vietos invariatiškumo sritis. |
| Authors |
Jurevičiūtė, Agnė ; Vaičiulis, Marijus |
| Full Text |
|
| Is Part of |
Jaunųjų mokslininkų darbai.. Šiauliai. 2009, nr.3(24), p. 166-169.. ISSN 1648-8776 |
| Keywords [eng] |
Group estimator ; Tail index ; Heavy-tailed distributions |
| Abstract [eng] |
This paper is devoted to estimation of the tail index of heavy-tailed distributions. We consider the situation when initial i.i.d. data is perturbed by a constant type positive trend. Our main message is that such kind of trend should be removed before estimation of the tail by using group estimator because this estimator asymptotically is not location invariant in general. |
| Published |
Šiauliai |
| Type |
Journal article |
| Language |
English |
| Publication date |
2009 |
