Estimator of the Pareto index based on nonparametric test
DOI10.1080/03610920802311758zbMATH Open1318.62159OpenAlexW2120802822WikidataQ61719258 ScholiaQ61719258MaRDI QIDQ3585256FDOQ3585256
Authors: Marek Omelka, Jana Jurečková 
Publication date: 19 August 2010
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920802311758
Recommendations
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)
Cites Work
- Approximation Theorems of Mathematical Statistics
- Statistics of Extremes
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- A simple general approach to inference about the tail of a distribution
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- Kernel estimates of the tail index of a distribution
- Estimating a tail exponent by modelling departure from a Pareto distribution
- A class of tests on the tail index
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Cited In (7)
- Estimating Pareto tail index based on sample means
- Statistical Hypothesis Test for the Difference between Hirsch Indices of Two Pareto-Distributed Random Samples
- An estimator for the tail index of an integrated conditional Pareto-Weibull-type model
- Title not available (Why is that?)
- Title not available (Why is that?)
- Estimation of the tail index in the max-aggregation scheme
- Estimates of the tail index based on nonparametric tests
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