The following pages link to Smoothing the Hill Estimator (Q4339350):
Displayed 35 items.
- On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← links)
- Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861) (← links)
- Parameter estimation for first-order bifurcating autoregressive processes with Weibull innova\-tions (Q645457) (← links)
- Nonparametric estimation for a class of Lévy processes (Q736519) (← links)
- Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
- Averages of Hill estimators (Q882925) (← links)
- Extremal dependence measure and extremogram: the regularly varying case (Q906650) (← links)
- Tail inference: where does the tail begin? (Q907362) (← links)
- Extreme-value analysis of teletraffic data (Q956818) (← links)
- Reiss and Thomas' automatic selection of the number of extremes (Q957044) (← links)
- Second-order regular variation, convolution and the central limit theorem (Q1275940) (← links)
- Generalized least-squares estimators for the thickness of heavy tails (Q1417814) (← links)
- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
- Hidden regular variation under full and strong asymptotic dependence (Q1693611) (← links)
- Semi-parametric regression estimation of the tail index (Q1697475) (← links)
- How to make a Hill plot. (Q1848777) (← links)
- Self-similar communication models and very heavy tails. (Q1872493) (← links)
- Estimation of central shapes of error distributions in linear regression problems (Q1934473) (← links)
- Inference about the tail of a distribution: improvement on the Hill estimator (Q1958090) (← links)
- Subsampling extremes: from block maxima to smooth tail estimation (Q2252905) (← links)
- Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372) (← links)
- Are there common values in first-price auctions? A tail-index nonparametric test (Q2439866) (← links)
- Closure properties of the second-order regular variation under convolutions (Q2980046) (← links)
- On the estimation of the heavy-tail exponent in time series using the max-spectrum (Q3103151) (← links)
- Hidden Regular Variation and Detection of Hidden Risks (Q3113803) (← links)
- The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
- (Q3466710) (← links)
- Test for the existence of finite moments via bootstrap (Q4634442) (← links)
- Empirical Testing Of The Infinite Source Poisson Data Traffic Model (Q4806054) (← links)
- On the foundations of multivariate heavy-tail analysis (Q4822461) (← links)
- A bootstrap method to test for the existence of finite moments (Q5299879) (← links)
- THE SECOND-ORDER REGULAR VARIATION OF ORDER STATISTICS (Q5416371) (← links)
- Hidden regular variation and the rank transform (Q5694150) (← links)
- Extreme Value Theory as a Risk Management Tool (Q5718354) (← links)
- Extreme behaviour for bivariate elliptical distributions (Q5718585) (← links)