On tail index estimation using a sample with missing observations
From MaRDI portal
Publication:433581
DOI10.1016/J.SPL.2012.01.014zbMATH Open1321.62049OpenAlexW2109960578MaRDI QIDQ433581FDOQ433581
Publication date: 5 July 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.01.014
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Extremes and related properties of random sequences and processes
- ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA
- On tail index estimation using dependent data
- A simple general approach to inference about the tail of a distribution
- A moment estimator for the index of an extreme-value distribution
- Hill's estimator for the tail index of an ARMA model
- On asymptotic normality of Hill's estimator for the exponent of regular variation
- Semi-empirical pseudo-likelihood for estimating equations in the presence of missing responses
- Tail estimates motivated by extreme value theory
- Limiting behaviour of a geometric-type estimator for tail indices.
- Weak limiting behaviour of a simple tail Pareto-index estimator
- On estimation of the exponent of regular variation using a sample with missing observations
- Non-linear time series and Markov chains
- Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS
Cited In (3)
This page was built for publication: On tail index estimation using a sample with missing observations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q433581)
