Inference for Heavy-Tailed Data Analysis
From MaRDI portal
Recommendations
- Heavy-tailed models in finance and insurance: a survey
- Heavy-tailed modelling in insurance
- A new class of models for heavy tailed distributions in finance and insurance risk
- Inference for heavy tailed distributions
- scientific article; zbMATH DE number 7095896
- Statistical inference in the presence of heavy tails
- Large deviations of heavy-tailed random sums with applications in insurance and finance
Cited in
(12)- Inference for heavy tailed distributions
- Consistency of Bayesian inference for multivariate max-stable distributions
- Statistical and probabilistic analysis of interarrival and waiting times of Internet2 anomalies
- Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution
- Heavy-tailed distributions and robustness in economics and finance
- Heavy-tailed models in finance and insurance: a survey
- Estimation and inference for moments of ratios with robustness against large trimming bias
- Location invariant heavy tail index estimation with block method
- On the three-step non-Gaussian quasi-maximum likelihood estimation of heavy-tailed double autoregressive models
- Heavy-Tail Phenomena
- Inference of high quantiles of a heavy-tailed distribution from block data
- Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models
This page was built for publication: Inference for Heavy-Tailed Data Analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5369809)