Pages that link to "Item:Q1020730"

The following pages link to A robust estimator for the tail index of Pareto-type distributions (Q1020730):

Displaying 30 items.

• Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
• Multivariate generalized linear-statistics of short range dependent data (Q259201) (← links)
• Weak properties and robustness of t-Hill estimators (Q347146) (← links)
• On the favorable estimation for fitting heavy tailed data (Q650699) (← links)
• Estimation of a tail index based on minimum density power divergence (Q957324) (← links)
• Robust fitting of claim severity distributions and the method of trimmed moments (Q1011542) (← links)
• An adjusted boxplot for skewed distributions (Q1023889) (← links)
• An estimator of the tail index based on increment ratio statistics (Q1044758) (← links)
• Small area estimation of the Gini concentration coefficient (Q1659195) (← links)
• Simple tail index estimation for dependent and heterogeneous data with missing values (Q1729814) (← links)
• On robust tail index estimation (Q1927123) (← links)
• Dual divergence estimators of the tail index (Q1952682) (← links)
• Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data (Q2002576) (← links)
• Robust nonparametric estimation of the conditional tail dependence coefficient (Q2181722) (← links)
• Robust estimator of conditional tail expectation of Pareto-type distribution (Q2223161) (← links)
• Robust conditional Weibull-type estimation (Q2351695) (← links)
• Divergence based robust estimation of the tail index through an exponential regression model (Q2404621) (← links)
• The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141) (← links)
• Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
• Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions (Q2452882) (← links)
• The Latest Advances on the Hill Estimator and Its Modifications (Q2787387) (← links)
• Optimally robust estimators in generalized Pareto models (Q2863069) (← links)
• (Non-)robustness of maximum likelihood estimators for operational risk severity distributions (Q3063853) (← links)
• Small Sample Robust Testing for Normality against Pareto Tails (Q4905913) (← links)
• On the identification of extreme outliers and dragon-kings mechanisms in the upper tail of income distribution (Q5036635) (← links)
• Evaluation of robust outlier detection methods for zero-inflated complex data (Q5037099) (← links)
• Robust estimation of Pareto-type tail index through an exponential regression model (Q5875238) (← links)
• Outlier detection based on extreme value theory and applications (Q6049802) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)