A bootstrap method to test for the existence of finite moments (Q5299879): Difference between revisions

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+Subsampling the distribution of diverging statistics with applications to finance
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+Using a bootstrap method to choose the sample fraction in tail index estimation
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+THE STRONG LAW OF LARGE NUMBERS WHEN THE FIRST MOMENT DOES NOT EXIST
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+Comparison of tail index estimators
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+On asymptotic normality of Hill's estimator for the exponent of regular variation
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+A simple general approach to inference about the tail of a distribution
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+Averages of Hill estimators
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+Smoothing the Hill Estimator
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