Pages that link to "Item:Q1084785"

The following pages link to On asymptotic normality of Hill's estimator for the exponent of regular variation (Q1084785):

Displaying 50 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)
• A moving window approach for nonparametric estimation of the conditional tail index (Q957320) (← links)
• Estimating catastrophic quantile levels for heavy-tailed distributions (Q977160) (← links)
• Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
• On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
• A parametric solution for simple stress-strength model of failure with an application (Q1104011) (← links)
• Second-order regular variation, convolution and the central limit theorem (Q1275940) (← links)
• Tail index estimation for dependent data (Q1296719) (← links)
• A tail bootstrap procedure for estimating the tail Pareto-index (Q1299448) (← links)
• On tail parameter estimation in certain point process models (Q1361753) (← links)
• Approximation to the expectation of a function of order statistics and its applications (Q1363014) (← links)
• A general class of estimators of the extreme value index (Q1378783) (← links)
• Generalized least-squares estimators for the thickness of heavy tails (Q1417814) (← links)
• Limiting behaviour of a geometric-type estimator for tail indices. (Q1423351) (← links)
• An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
• Multivariate moment based extreme value index estimators (Q1695426) (← links)
• Semi-parametric regression estimation of the tail index (Q1697475) (← links)
• Simple tail index estimation for dependent and heterogeneous data with missing values (Q1729814) (← links)
• Estimation of heavy-tailed probability density function with applications to Web data (Q1775986) (← links)
• Selecting the optimal sample fraction in univariate extreme value estimation (Q1805764) (← links)
• Tails of Lorenz curves (Q1867734) (← links)
• Weak limiting behaviour of a simple tail Pareto-index estimator (Q1890864) (← links)
• \(K\)-record values and the extreme-value index (Q1890867) (← links)
• Asymptotically efficient estimation of the index of regular variation (Q1922379) (← links)
• Estimation of central shapes of error distributions in linear regression problems (Q1934473) (← links)
• Dual divergence estimators of the tail index (Q1952682) (← links)
• Inference about the tail of a distribution: improvement on the Hill estimator (Q1958090) (← links)
• A class of Pickands-type estimators for the extreme value index (Q1969141) (← links)
• On local uniformity for estimators and confidence limits (Q1972158) (← links)
• The coupling method in extreme value theory (Q2040094) (← links)
• Extremal dependence measure for functional data (Q2078556) (← links)
• Flexible multivariate Hill estimators (Q2190231) (← links)
• On posterior consistency of tail index for Bayesian kernel mixture models (Q2419667) (← links)
• The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141) (← links)
• A new representation for multivariate tail probabilities (Q2435257) (← links)
• Are there common values in first-price auctions? A tail-index nonparametric test (Q2439866) (← links)
• Estimation of the Weibull tail-coefficient with linear combination of upper order statistics (Q2475773) (← links)
• On estimation of the exponent of regular variation using a sample with missing observations (Q2479325) (← links)