Estimation of a tail index based on minimum density power divergence (Q957324): Difference between revisions

@@ Property / cites work @@
+Robust and efficient estimation by minimising a density power divergence
+Normal rank
@@ Property / cites work @@
+Minimum Hellinger distance estimates for parametric models
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3687500
@@ Property / cites work: Q3687500 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5737389
@@ Property / cites work: Q5737389 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating a tail exponent by modelling departure from a Pareto distribution
+Normal rank
@@ Property / cites work @@
+SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS
+Normal rank
@@ Property / cites work @@
+On the Strong Mixing Property for Linear Sequences
+Normal rank
@@ Property / cites work @@
+Q3670359
@@ Property / cites work: Q3670359 / rank @@
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+On tail index estimation using dependent data
@@ Property / cites work: On tail index estimation using dependent data / rank @@
+Normal rank
@@ Property / cites work @@
+Extremes and related properties of random sequences and processes
+Normal rank
@@ Property / cites work @@
+Q3672893
@@ Property / cites work: Q3672893 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5702553
@@ Property / cites work: Q5702553 / rank @@
+Normal rank
@@ Property / cites work @@
+Test for parameter change based on the estimator minimizing density-based divergence meas\-ures
+Normal rank
@@ Property / cites work @@
+Consistency of Hill's estimator for dependent data
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of hill's estimator for autoregressive data
+Normal rank
@@ Property / cites work @@
+Uniform rates of convergence in extreme-value theory
+Normal rank
@@ Property / cites work @@
+Minimum Hellinger Distance Estimation for Multivariate Location and Covariance
+Normal rank
@@ Property / cites work @@
+A robust estimator for the tail index of Pareto-type distributions
+Normal rank