On tail index estimation using a sample with missing observations
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Publication:433581
DOI10.1016/j.spl.2012.01.014zbMath1321.62049MaRDI QIDQ433581
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
parameter estimation; missing observations; near epoch dependence; extremal dependence; tail indices
62G32: Statistics of extreme values; tail inference
Related Items
Simple tail index estimation for dependent and heterogeneous data with missing values, An enhanced method for tail index estimation under missingness
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