Limiting behaviour of a geometric-type estimator for tail indices. (Q1423351): Difference between revisions

@@ Property / cites work @@
+Q4279651
@@ Property / cites work: Q4279651 / rank @@
+Normal rank
@@ Property / cites work @@
+A tail bootstrap procedure for estimating the tail Pareto-index
+Normal rank
@@ Property / cites work @@
+Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+On the estimation of the adjustment coefficient in risk theory via intermediate order statistics
+Normal rank
@@ Property / cites work @@
+Asymptotic normality of least-squares estimators of tail indices
+Normal rank
@@ Property / cites work @@
+Q4246939
@@ Property / cites work: Q4246939 / rank @@
+Normal rank
@@ Property / cites work @@
+Kernel estimates of the tail index of a distribution
+Normal rank
@@ Property / cites work @@
+Q3855962
@@ Property / cites work: Q3855962 / rank @@
+Normal rank
@@ Property / cites work @@
+On Some alternative estimates of the adjustment coefficient in risk theory
+Normal rank
@@ Property / cites work @@
+Almost sure convergence of the Hill estimator
@@ Property / cites work: Almost sure convergence of the Hill estimator / rank @@
+Normal rank
@@ Property / cites work @@
+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+On asymptotic normality of Hill's estimator for the exponent of regular variation
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+The qq-estimator and heavy tails
@@ Property / cites work: The qq-estimator and heavy tails / rank @@
+Normal rank
@@ Property / cites work @@
+Confidence bounds for the adjustment coefficient
@@ Property / cites work: Confidence bounds for the adjustment coefficient / rank @@
+Normal rank
@@ Property / cites work @@
+Q4356403
@@ Property / cites work: Q4356403 / rank @@
+Normal rank