Pages that link to "Item:Q5199499"
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The following pages link to TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499):
Displayed 9 items.
- On tail index estimation using a sample with missing observations (Q433581) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- Jump tails, extreme dependencies, and the distribution of stock returns (Q528157) (← links)
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
- Quantile correlation coefficient: a new tail dependence measure (Q2165833) (← links)
- Are there common values in first-price auctions? A tail-index nonparametric test (Q2439866) (← links)
- Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
- Multivariate Hill Estimators (Q6064653) (← links)