On tail index estimation using a sample with missing observations (Q433581): Difference between revisions

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-Ivana Ilić
@@ Property / author: Ivana Ilić / rank @@
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+Ivana Ilić
@@ Property / author: Ivana Ilić / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2012.01.014
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+W2109960578
@@ Property / OpenAlex ID: W2109960578 / rank @@
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@@ Property / cites work @@
+Weak limiting behaviour of a simple tail Pareto-index estimator
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+Limiting behaviour of a geometric-type estimator for tail indices.
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@@ Property / cites work @@
+Q4246939
@@ Property / cites work: Q4246939 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail estimates motivated by extreme value theory
@@ Property / cites work: Tail estimates motivated by extreme value theory / rank @@
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@@ Property / cites work @@
+A moment estimator for the index of an extreme-value distribution
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@@ Property / cites work @@
+On asymptotic normality of Hill's estimator for the exponent of regular variation
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@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
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@@ Property / cites work @@
+ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA
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@@ Property / cites work @@
+TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS
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@@ Property / cites work @@
+On tail index estimation using dependent data
@@ Property / cites work: On tail index estimation using dependent data / rank @@
+Normal rank
@@ Property / cites work @@
+Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure
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@@ Property / cites work @@
+Extremes and related properties of random sequences and processes
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@@ Property / cites work @@
+Hill's estimator for the tail index of an ARMA model
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@@ Property / cites work @@
+On estimation of the exponent of regular variation using a sample with missing observations
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@@ Property / cites work @@
+Q4356403
@@ Property / cites work: Q4356403 / rank @@
+Normal rank
@@ Property / cites work @@
+Non-linear time series and Markov chains
@@ Property / cites work: Non-linear time series and Markov chains / rank @@
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@@ Property / cites work @@
+Semi-empirical pseudo-likelihood for estimating equations in the presence of missing responses
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@@ links / mardi / name / links / mardi / name @@
+Publication:433581