PORT Hill and Moment Estimators for Heavy-Tailed Models (Q3527760): Difference between revisions

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+A moment estimator for the index of an extreme-value distribution
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+Comparison of tail index estimators
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+Extreme quantile estimation for dependent data, with applications to finance
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+Q3762535
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+How Can Non-invariant Statistics Work in Our Benefit in the Semi-parametric Estimation of Parameters of Rare Events
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+A Sturdy Reduced-Bias Extreme Quantile (<i>VaR</i>) Estimator
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+A simple second-order reduced bias’ tail index estimator
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+A heuristic adaptive choice of the threshold for bias-corrected Hill estimators
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+Adaptive estimates of parameters of regular variation
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+A simple general approach to inference about the tail of a distribution
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+A Skew Extension of the <i>T</i>-Distribution, with Applications
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+Q5706744
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+Heavy tail modeling and teletraffic data. (With discussions and rejoinder)
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