Pareto Index Estimation Under Moderate Right Censoring (Q2759549): Difference between revisions

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+Weak limiting behaviour of a simple tail Pareto-index estimator
+Normal rank
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+Tail index estimation and an exponential regression model
+Normal rank
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+Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
+Normal rank
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+Q3794956
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+Normal rank
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+Central limit theorems for sums of extreme values
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+Normal rank
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+Tail estimates motivated by extreme value theory
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+Normal rank
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+Almost sure convergence of the Hill estimator
@@ Property / cites work: Almost sure convergence of the Hill estimator / rank @@
+Normal rank
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+A moment estimator for the index of an extreme-value distribution
+Normal rank
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+Estimation of the Minimum of a Function Using Order Statistics
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+On asymptotic normality of Hill's estimator for the exponent of regular variation
+Normal rank
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+A simple general approach to inference about the tail of a distribution
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+The qq-estimator and heavy tails
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+Normal rank
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+Laws of large numbers for sums of extreme values
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+Normal rank
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+Limit theorems for the ratio of the empirical distribution function to the true distribution function
+Normal rank