Edgeworth expansion for an estimator of the adjustment coefficient (Q974801): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2008.05.012
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+W1994871187
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@@ Property / cites work @@
+Weak limiting behaviour of a simple tail Pareto-index estimator
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+A tail bootstrap procedure for estimating the tail Pareto-index
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+Limiting behaviour of a geometric-type estimator for tail indices.
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+Weak convergence of a bootstrap geometric-type estimator with applications to risk theory
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+Asymptotic Expansions of Estimators for the Tail Index with Applications
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+Q5575243
@@ Property / cites work: Q5575243 / rank @@
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@@ Property / cites work @@
+On the estimation of the adjustment coefficient in risk theory via intermediate order statistics
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+Q4246939
@@ Property / cites work: Q4246939 / rank @@
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+A moment estimator for the index of an extreme-value distribution
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+The bootstrap and Edgeworth expansion
@@ Property / cites work: The bootstrap and Edgeworth expansion / rank @@
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+Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator
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@@ Property / cites work @@
+Confidence bounds for the adjustment coefficient
@@ Property / cites work: Confidence bounds for the adjustment coefficient / rank @@
+Normal rank
@@ Property / cites work @@
+Q4230625
@@ Property / cites work: Q4230625 / rank @@
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@@ Property / cites work @@
+Q4356403
@@ Property / cites work: Q4356403 / rank @@
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+Publication:974801