A new test for tail index with application to Danish fire loss data

Keyphrases

• Statistical Test 100%
• Tail Index 100%
• Danish Fire Loss Data 100%
• Copyright 50%
• Heavy Tails 50%
• Threshold Selection 50%
• Hill Estimator 50%
• Uniformly Most Powerful Test 50%
• Conditional Approach 50%

Mathematics

• Statistical Test 100%
• Tail Index 100%
• Heavy Tail 50%
• Variance 50%
• Hill's Estimator 50%
• Conditional Approach 50%
• Uniformly Most Powerful Test 50%