Pages that link to "Item:Q4337152"

The following pages link to The method of moments ratio estimator for the tail shape parameter (Q4337152):

Displaying 21 items.

• On an improvement of Hill and some other estimators (Q383679) (← links)
• A class of new tail index estimators (Q520570) (← links)
• Consistent estimation of the tail index for dependent data (Q613172) (← links)
• Sequential monitoring of the tail behavior of dependent data (Q729715) (← links)
• Statistical analysis of the end-to-end delay of packet transfers in a peer-to-peer network (Q832114) (← links)
• Extreme-value analysis of teletraffic data (Q956818) (← links)
• A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← links)
• Semi-parametric regression estimation of the tail index (Q1697475) (← links)
• Tail index estimation in small samples. Simulation results for independent and ARCH-type financial return models (Q1762973) (← links)
• A class of semiparametric tail index estimators and its applications (Q2173041) (← links)
• The Hill estimators under power normalization (Q2290177) (← links)
• The estimations under power normalization for the tail index, with comparison (Q2316743) (← links)
• Subsampling the distribution of diverging statistics with applications to finance (Q2439061) (← links)
• On tail index estimation based on multivariate data (Q2811273) (← links)
• A tail estimator for the index of the stable paretian distribution^∗ (Q3842928) (← links)
• Comparison of the several parameterized estimators for the positive extreme value index (Q5106857) (← links)
• CHANGE POINT TESTS FOR THE TAIL INDEX OF<i>β</i>-MIXING RANDOM VARIABLES (Q5357392) (← links)
• Lehmer's mean-of-order- <i>p</i> extreme value index estimation: a simulation study and applications (Q5861450) (← links)
• Reduced bias estimation of the shape parameter of the log-logistic distribution (Q6073160) (← links)
• A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
• Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models (Q6634893) (← links)