QQ Plots, Random Sets and Data from a Heavy Tailed Distribution

DOI10.1080/15326340701828308zbMath1136.62007arXivmath/0702551MaRDI QIDQ5454672

Bikramjit Das, Sidney I. Resnick

Publication date: 31 March 2008

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0702551

zbMATH Keywords

Hausdorff metric; regular variation; random sets; QQ plots

Mathematics Subject Classification ID

60D05: Geometric probability and stochastic geometry

60F05: Central limit and other weak theorems

62A09: Graphical methods in statistics

Related Items

Detecting a conditional extreme value model, A discussion on mean excess plots, Weak limits for exploratory plots in the analysis of extremes, When Does the Mean Excess Plot Look Linear?

Cites Work

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• Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
• Heavy-Tail Phenomena
• Verschiedene Topologisierungen im Raum der abgeschlossenen Mengen
• Regularly varying functions
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