Optimal index estimation of heavy-tailed distributions (Q4987194): Difference between revisions

@@ Property / author @@
-Sergey E. Vorobeychikov
@@ Property / author: Sergey E. Vorobeychikov / rank @@
-Normal rank
@@ Property / author @@
+Sergey E. Vorobeychikov
@@ Property / author: Sergey E. Vorobeychikov / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/07474946.2021.1847969
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@@ Property / OpenAlex ID @@
+W3139353837
@@ Property / OpenAlex ID: W3139353837 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5681431
@@ Property / cites work: Q5681431 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5155424
@@ Property / cites work: Q5155424 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimators with prescribed Precision in Stochastic regression models
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@@ Property / cites work @@
+On Optimal Adaptive Prediction of Multivariate Autoregression
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+Model-free prediction and regression. A transformation-based approach to inference
+Normal rank
@@ Property / cites work @@
+Non-Parametric Sequential Estimation of a Regression Function Based on Dependent Observations
+Normal rank
@@ Property / cites work @@
+Truncated estimation of ratio statistics with application to heavy tail distributions
+Normal rank
@@ Property / cites work @@
+Sequential estimation of the autoregressive parameter in a first order autoregressive process
+Normal rank
@@ Property / cites work @@
+Editor's Special Invited Paper: Sequential Estimation for Time Series Models
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@@ Property / cites work @@
+A truncated estimation method with guaranteed accuracy
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