Pages that link to "Item:Q1084785"
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The following pages link to On asymptotic normality of Hill's estimator for the exponent of regular variation (Q1084785):
Displaying 13 items.
- Testing the assumptions behind importance sampling (Q302094) (← links)
- On an improvement of Hill and some other estimators (Q383679) (← links)
- On tail index estimation using a sample with missing observations (Q433581) (← links)
- Estimation of extreme quantiles from heavy and light tailed distributions (Q449352) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- Consistent estimation of the tail index for dependent data (Q613172) (← links)
- Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
- Uniform in bandwidth consistency of kernel estimators of the tail index (Q650736) (← links)
- Fitting a parametric distribution for large claims in case of censored or partitioned data (Q689580) (← links)
- Weibull tail-distributions revisited: A new look at some tail estimators (Q710805) (← links)
- Asymptotics of the distribution of the ratio of sums of random variables (Q808573) (← links)
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
- Reiss and Thomas' automatic selection of the number of extremes (Q957044) (← links)