Tail index estimation with a fixed tuning parameter fraction (Q899351): Difference between revisions

@@ Property / cites work @@
+Generalized least-squares estimators for the thickness of heavy tails
+Normal rank
@@ Property / cites work @@
+The harmonic moment tail index estimator: asymptotic distribution and robustness
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4247096
@@ Property / cites work: Q4247096 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic normality of least-squares estimators of tail indices
+Normal rank
@@ Property / cites work @@
+Comparison of tail index estimators
@@ Property / cites work: Comparison of tail index estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal choice of sample fraction in extreme-value estimation
+Normal rank
@@ Property / cites work @@
+A moment estimator for the index of an extreme-value distribution
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3313006
@@ Property / cites work: Q3313006 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation by penultimate extreme value distributions
+Normal rank
@@ Property / cites work @@
+Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+Tail exponent estimation via broadband log density-quantile regression
+Normal rank
@@ Property / cites work @@
+Simple Robust Testing of Regression Hypotheses
@@ Property / cites work: Simple Robust Testing of Regression Hypotheses / rank @@
+Normal rank
@@ Property / cites work @@
+The tail empirical process for long memory stochastic volatility sequences
+Normal rank
@@ Property / cites work @@
+Q4740120
@@ Property / cites work: Q4740120 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail index estimation in the presence of long-memory dynamics
+Normal rank
@@ Property / cites work @@
+Asymptotic Behavior of Central Order Statistics under Monotone Normalization
+Normal rank
@@ Property / cites work @@
+On Choosing an Estimate of the Spectral Density Function of a Stationary Time Series
+Normal rank
@@ Property / cites work @@
+Statistical inference using extreme order statistics
+Normal rank
@@ Property / cites work @@
+Penultimate approximations in statistics of extremes and reliability of large coherent systems
+Normal rank
@@ Property / cites work @@
+On the favorable estimation for fitting heavy tailed data
+Normal rank
@@ Property / cites work @@
+Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing
+Normal rank
@@ Property / cites work @@
+Q2772022
@@ Property / cites work: Q2772022 / rank @@
+Normal rank