Statistical inference in the presence of heavy tails (Q2895996): Difference between revisions

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+MaRDI publication profile
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+Bootstrap of the mean in the infinite variance case
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+The Nonexistence of Certain Statistical Procedures in Nonparametric Problems
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+Nonparametric tail estimation using a double bootstrap method.
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+An introduction to statistical modeling of extreme values
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+A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS
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+Measures of Distributional Change: An Axiomatic Approach
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+Reliable inference for the Gini index
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+Asymptotic and bootstrap inference for inequality and poverty measures
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+The wild bootstrap, tamed at last
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+Bootstrap methods: another look at the jackknife
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+Asymptotic properties of the bootstrap for heavy-tailed distributions
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+A simple general approach to inference about the tail of a distribution
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+On the bootstrap of the sample mean in the infinite variance case
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+Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
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+Inference on the Quantile Regression Process
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+Limit distributions of self-normalized sums
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+Bootstrap and wild bootstrap for high dimensional linear models
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+Tails of Lorenz curves
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