Moment-based tail index estimation (Q872094): Difference between revisions

@@ Property / DOI @@
-.1016/j.jspi.2006.04.002
@@ Property / DOI: 10.1016/j.jspi.2006.04.002 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jspi.2006.04.002
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@@ Property / OpenAlex ID @@
+W2079085524
@@ Property / OpenAlex ID: W2079085524 / rank @@
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@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
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@@ Property / cites work @@
+Kernel estimates of the tail index of a distribution
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@@ Property / cites work @@
+Limit theory for moving averages of random variables with regularly varying tail probabilities
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@@ Property / cites work @@
+A moment estimator for the index of an extreme-value distribution
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@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
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@@ Property / cites work @@
+Q5832415
@@ Property / cites work: Q5832415 / rank @@
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@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
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@@ Property / cites work @@
+The local limit problem and Hölder-continuity
@@ Property / cites work: The local limit problem and Hölder-continuity / rank @@
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@@ Property / cites work @@
+A simple robust estimation method for the thickness of heavy tails
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@@ Property / cites work @@
+Statistical inference using extreme order statistics
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@@ Property / cites work @@
+A new approach on estimation of the tail index
@@ Property / cites work: A new approach on estimation of the tail index / rank @@
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@@ Property / cites work @@
+Absolute Estimates of the Rate of Convergence to Stable Laws
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@@ Property / DOI @@
+.1016/J.JSPI.2006.04.002
@@ Property / DOI: 10.1016/J.JSPI.2006.04.002 / rank @@
+Normal rank