A new approach on estimation of the tail index (Q1854706): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(3 intermediate revisions by 3 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / 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: Q4246939 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4343010 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Necessary conditions for the bootstrap of the mean / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/s1631-073x(02)02450-0 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2077167554 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 11:12, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A new approach on estimation of the tail index |
scientific article |
Statements
A new approach on estimation of the tail index (English)
0 references
15 January 2003
0 references
linear time series
0 references