Estimation of a tail index based on minimum density power divergence (Q957324): Difference between revisions

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-.1016/j.jmva.2008.02.031
@@ Property / DOI: 10.1016/j.jmva.2008.02.031 / rank @@
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+W2032078650
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+Robust and efficient estimation by minimising a density power divergence
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+Minimum Hellinger distance estimates for parametric models
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+Q5560061
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+Q5737389
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+Estimating a tail exponent by modelling departure from a Pareto distribution
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+SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS
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+On the Strong Mixing Property for Linear Sequences
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+Q3670359
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+A simple general approach to inference about the tail of a distribution
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+On tail index estimation using dependent data
@@ Property / cites work: On tail index estimation using dependent data / rank @@
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+Extremes and related properties of random sequences and processes
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+Q3672893
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+Q5702553
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+Test for parameter change based on the estimator minimizing density-based divergence meas\-ures
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+Consistency of Hill's estimator for dependent data
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+Asymptotic behavior of hill's estimator for autoregressive data
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+Uniform rates of convergence in extreme-value theory
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+Minimum Hellinger Distance Estimation for Multivariate Location and Covariance
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+A robust estimator for the tail index of Pareto-type distributions
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@@ Property / DOI @@
+.1016/J.JMVA.2008.02.031
@@ Property / DOI: 10.1016/J.JMVA.2008.02.031 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:957324