Several modifications of DPR estimator of the tail index (Q392751): Difference between revisions

@@ Property / cites work @@
+On the estimation of the parameters of multivariate stable distributions
+Normal rank
@@ Property / cites work @@
+More on \(p\)-stable convex sets in Banach spaces
@@ Property / cites work: More on \(p\)-stable convex sets in Banach spaces / 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 @@
+Comparison of tail index estimators
@@ Property / cites work: Comparison of tail index estimators / rank @@
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+Convergence to a stable distribution via order statistics
+Normal rank
@@ Property / cites work @@
+A new estimator for a tail index
@@ Property / cites work: A new estimator for a tail index / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical inference using extreme order statistics
+Normal rank
@@ Property / cites work @@
+On the tail index of a heavy tailed distribution
@@ Property / cites work: On the tail index of a heavy tailed distribution / rank @@
+Normal rank