On tail index estimation using a sample with missing observations (Q433581): Difference between revisions

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+Weak limiting behaviour of a simple tail Pareto-index estimator
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+Limiting behaviour of a geometric-type estimator for tail indices.
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+Q4246939
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+Normal rank
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+Tail estimates motivated by extreme value theory
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+A moment estimator for the index of an extreme-value distribution
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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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+ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA
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+TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS
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+On tail index estimation using dependent data
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+Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure
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+Extremes and related properties of random sequences and processes
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+Hill's estimator for the tail index of an ARMA model
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+On estimation of the exponent of regular variation using a sample with missing observations
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+Q4356403
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+Non-linear time series and Markov chains
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+Semi-empirical pseudo-likelihood for estimating equations in the presence of missing responses
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