Change point test for tail index for dependent data (Q649099): Difference between revisions

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+Q4269108
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+Q4726487
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+A moment estimator for the index of an extreme-value distribution
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+Weighted approximations of tail processes for \(\beta\)-mixing random variables.
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+Extreme quantile estimation for dependent data, with applications to finance
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+Estimating a tail exponent by modelling departure from a Pareto distribution
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+On the estimation of jump points in smooth curves
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+SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS
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+Bias reduction of a tail index estimator through an external estimation of the second-order parameter
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+On tail index estimation using dependent data
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+Test for tail index change in stationary time series with Pareto-type marginal distribution
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+Structural Change Tests in Tail Behaviour and the Asian Crisis
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+Q4818525
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