A class of semiparametric tail index estimators and its applications (Q2173041): Difference between revisions

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-Marijus Vaičiulis
@@ Property / author: Marijus Vaičiulis / rank @@
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@@ Property / author @@
-Natalia M. Markovich
@@ Property / author: Natalia M. Markovich / rank @@
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@@ Property / author @@
+Marijus Vaičiulis
@@ Property / author: Marijus Vaičiulis / rank @@
+Normal rank
@@ Property / author @@
+Natalia M. Markovich
@@ Property / author: Natalia M. Markovich / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+SNAP
@@ Property / describes a project that uses: SNAP / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Extreme Value Theory and Statistics of Univariate Extremes: A Review
+Normal rank
@@ Property / cites work @@
+A class of new tail index estimators
@@ Property / cites work: A class of new tail index estimators / rank @@
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+The method of moments ratio estimator for the tail shape parameter
+Normal rank
@@ Property / cites work @@
+Residual estimators
@@ Property / cites work: Residual estimators / rank @@
+Normal rank
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+Comparison of tail index estimators
@@ Property / cites work: Comparison of tail index estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Q5485944
@@ Property / cites work: Q5485944 / rank @@
+Normal rank
@@ Property / cites work @@
+On an improvement of Hill and some other estimators
+Normal rank
@@ Property / cites work @@
+A simple generalisation of the Hill estimator
@@ Property / cites work: A simple generalisation of the Hill estimator / rank @@
+Normal rank
@@ Property / cites work @@
+The harmonic moment tail index estimator: asymptotic distribution and robustness
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@@ Property / cites work @@
+Alternatives to a semi-parametric estimator of parameters of rare events -- the jackknife methodology
+Normal rank
@@ Property / cites work @@
+Adaptive estimates of parameters of regular variation
+Normal rank
@@ Property / cites work @@
+Q3670359
@@ Property / cites work: Q3670359 / rank @@
+Normal rank
@@ Property / cites work @@
+A new class of semi-parametric estimators of the second order parameter.
+Normal rank
@@ Property / cites work @@
+``Asymptotically unbiased'' estimators of the tail index based on external estimation of the second order parameter
+Normal rank
@@ Property / cites work @@
+Q5303070
@@ Property / cites work: Q5303070 / rank @@
+Normal rank
@@ Property / cites work @@
+QQ Plots, Random Sets and Data from a Heavy Tailed Distribution
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@@ Property / cites work @@
+Asymptotic analysis for personalized Web search
@@ Property / cites work: Asymptotic analysis for personalized Web search / rank @@
+Normal rank
@@ Property / cites work @@
+Heavy-Tail Phenomena
@@ Property / cites work: Heavy-Tail Phenomena / rank @@
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@@ Property / cites work @@
+Stochastic-Process Limits
@@ Property / cites work: Stochastic-Process Limits / rank @@
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@@ Property / cites work @@
+Q5731902
@@ Property / cites work: Q5731902 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2173041