{"paper":{"title":"Modification of Moment-Based Tail Index Estimator: Sums versus Maxima","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.TH"],"primary_cat":"math.ST","authors_text":"Marijus Vai\\v{c}iulis, Natalia Markovich","submitted_at":"2017-10-09T13:41:52Z","abstract_excerpt":"In this paper we continue the investigation of the SRCEN estimator of the extreme value index $\\gamma$ (or the tail index $\\alpha=1/\\gamma$) proposed in \\cite{MCE} for $\\gamma>1/2$. We propose a new estimator based on the local maximum. This, in fact, is a modification of the SRCEN estimator to the case $\\gamma>0$. We establish the consistency and asymptotic normality of the newly proposed estimator for i.i.d. data. Also, a short discussion on the comparison of the estimators is included."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1710.03084","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}