The following pages link to (Q5290319):
Displaying 8 items.
- Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
- Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
- Robust measures of tail weight (Q959200) (← links)
- A robust estimator for the tail index of Pareto-type distributions (Q1020730) (← 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)
- 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)
