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):
Displayed 20 items.
- On Some alternative estimates of the adjustment coefficient in risk theory (Q3990299) (← links)
- Large deviation theorem for Hill's estimator (Q4025314) (← links)
- Prediction of record values (Q4216590) (← links)
- An Estimator of the Exponent of Regular Variation Based on K-Record Values (Q4228051) (← links)
- Estimation of the Lundberg coefficient for a Markov modulated risk model (Q4248560) (← links)
- Modelling of extremal events in insurance and finance (Q4289816) (← links)
- Bootstrap confidence intervals for the pareto index (Q4493687) (← links)
- Test for the existence of finite moments via bootstrap (Q4634442) (← links)
- Estimating Extreme Quantiles of Weibull Tail Distributions (Q4681066) (← links)
- On the asymptotic normality of Hill's estimator (Q4872295) (← links)
- ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
- A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS (Q5255869) (← links)
- A bootstrap method to test for the existence of finite moments (Q5299879) (← links)
- A class of location invariant estimators for heavy tailed distributions (Q5875268) (← links)
- Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations (Q5881419) (← links)
- Residual estimators (Q5950618) (← links)
- Multivariate Hill Estimators (Q6064653) (← links)
- On the use of \(L\)-functionals in regression models (Q6083244) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)