The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Residual life time at great age / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistics of Extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Improved reduced-bias tail index and quantile estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: On robust tail index estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5560061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Confidence intervals for the tail index / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorems for sums of extreme values / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic normality of least-squares estimators of tail indices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Kernel estimates of the tail index of a distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail estimates motivated by extreme value theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5485944 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparison of tail index estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: On asymptotic normality of the hill estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pareto Tail Index Estimation Revisited / rank
 
Normal rank
Property / cites work
 
Property / cites work: On asymptotic normality of Hill's estimator for the exponent of regular variation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3670359 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3723487 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple general approach to inference about the tail of a distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust and efficient estimation for the generalized Pareto distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood based confidence intervals for the tail index / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust estimation of the generalized Pareto distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical inference using extreme order statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap and empirical likelihood methods in extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heavy-Tail Phenomena / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the favorable estimation for fitting heavy tailed data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Small Sample Robust Testing for Normality against Pareto Tails / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5290319 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A robust estimator for the tail index of Pareto-type distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of Parameters and Larger Quantiles Based on the k Largest Observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood based confidence regions for first order parameters of heavy-tailed distribu\-tions / rank
 
Normal rank

Latest revision as of 09:15, 7 July 2024

scientific article
Language Label Description Also known as
English
The harmonic moment tail index estimator: asymptotic distribution and robustness
scientific article

    Statements

    The harmonic moment tail index estimator: asymptotic distribution and robustness (English)
    0 references
    0 references
    0 references
    0 references
    17 February 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    regularly varying tail
    0 references
    Hill estimator
    0 references
    robustness
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references