文章基本信息

标题：Dual Divergence Estimators of the Tail Index
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作者：Salim Bouzebda ; Mohamed Cherfi
期刊名称：ISRN Probability and Statistics
电子版ISSN：2090-472X
出版年度：2012
卷号：2012
DOI：10.5402/2012/746203
出版社：Hindawi Publishing Corporation
摘要：The main purpose of the present paper is to propose a new estimator of the tail index using -divergences and the duality technique. These estimators are explored with respect to robustness through the influence function approach. The empirical performances of the proposed estimators are illustrated by simulation.