Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known (Q963889): Difference between revisions

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+https://doi.org/10.1016/j.jspi.2010.01.046
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+W2010697530
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+Generalized least-squares estimators for the thickness of heavy tails
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+Second order properties of distribution tails and estimation of tail exponents in random difference equations
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+Tail index estimation and an exponential regression model
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+On exponential representations of log-spacings of extreme order statistics
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+Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
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+Q3992980
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+Asymptotic normality of least-squares estimators of tail indices
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+Q5485944
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+Q4343010
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+Estimating a tail exponent by modelling departure from a Pareto distribution
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+Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents
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+``Asymptotically unbiased'' estimators of the tail index based on external estimation of the second order parameter
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+Asymptotically best linear unbiased tail estimators under a second-order regular variation condition
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+Alternatives to a semi-parametric estimator of parameters of rare events -- the jackknife methodology
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+Adaptive estimates of parameters of regular variation
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+A simple general approach to inference about the tail of a distribution
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+Random difference equations and renewal theory for products of random matrices
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+Statistical Size Distributions in Economics and Actuarial Sciences
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+The qq-estimator and heavy tails
@@ Property / cites work: The qq-estimator and heavy tails / rank @@
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+Some results on the behaviour of hill's estimator
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+Asymptotically unbiased estimators for the extreme-value index
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+Q5421906
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+Products of distribution functions attracted to extreme value laws
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+Publication:963889