Several modifications of DPR estimator of the tail index (Q392751): Difference between revisions

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-.1007/s10986-011-9106-8
@@ Property / DOI: 10.1007/s10986-011-9106-8 / rank @@
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+https://doi.org/10.1007/s10986-011-9106-8
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+W2032873767
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@@ Property / cites work @@
+On the estimation of the parameters of multivariate stable distributions
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+More on \(p\)-stable convex sets in Banach spaces
@@ Property / cites work: More on \(p\)-stable convex sets in Banach spaces / rank @@
+Normal rank
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+Optimal choice of sample fraction in extreme-value estimation
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+A moment estimator for the index of an extreme-value distribution
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+Comparison of tail index estimators
@@ Property / cites work: Comparison of tail index estimators / rank @@
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+A simple general approach to inference about the tail of a distribution
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+Convergence to a stable distribution via order statistics
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+A new estimator for a tail index
@@ Property / cites work: A new estimator for a tail index / rank @@
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+Statistical inference using extreme order statistics
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+On the tail index of a heavy tailed distribution
@@ Property / cites work: On the tail index of a heavy tailed distribution / rank @@
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@@ Property / DOI @@
+.1007/S10986-011-9106-8
@@ Property / DOI: 10.1007/S10986-011-9106-8 / rank @@
+Normal rank