Publication:3670359
From MaRDI portal
zbMath0521.62024MaRDI QIDQ3670359
Publication date: 1982
62F10: Point estimation
Related Items
Fitting a parametric distribution for large claims in case of censored or partitioned data, Long run proportional hazards models of random censorship, Second-order regular variation, convolution and the central limit theorem, On the impossibility of estimating densities in the extreme tail, Tail index estimation for dependent data, A simple robust estimation method for the thickness of heavy tails, Estimating the index of a stable law via the pot-method, Estimating the index of a stable distribution, Estimating dimension from small samples, On tail parameter estimation in certain point process models, On the robustness of nonlinearity tests to moment condition failure, Almost sure convergence of the stable tail empirical dependence function in multivariate extreme statistics, Inference for heavy tailed distributions, A general class of estimators of the extreme value index, Moment estimator for random vectors with heavy tails, Weak limiting behaviour of a simple tail Pareto-index estimator, \(K\)-record values and the extreme-value index, Estimation of the tail parameter in the domain of attraction of an extremal distribution, The sample mid-range and symmetrized extremal laws, Tail estimation of the stable index \(\alpha\), Asymptotically efficient estimation of the index of regular variation, On estimation of the spectral measure of certain nonnormal operator stable laws, Estimating the probability of a rare event, Estimating a tail exponent by modelling departure from a Pareto distribution, Testing time reversibility without moment restrictions, Estimation of distribution tails —a semiparametric approach
