Pages that link to "Item:Q5199499"

The following pages link to TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499):

Displaying 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)