Asymptotic normality of location invariant heavy tail index estimator
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Cites work
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Cited in
(16)- The harmonic moment tail index estimator: asymptotic distribution and robustness
- Location invariant heavy tail index estimation with block method
- A location invariant moment-type estimator. II.
- Strong convergence bound of the Pareto index estimator under right censoring
- Improvements in the estimation of a heavy tail
- A class of unbiased location invariant Hill-type estimators for heavy tailed distributions
- A new kind of location invariant extreme value index estimator
- Asymptotic results for conditional measures of association of a random sum
- Asymptotic normality of least-squares estimators of tail indices
- Location invariant Weiss-Hill estimator
- Heavy tail index estimation based on block order statistics
- Weak properties and robustness of t-Hill estimators
- scientific article; zbMATH DE number 7071325 (Why is no real title available?)
- SHIFTED HILL'S ESTIMATOR FOR HEAVY TAILS
- A class of new tail index estimators
- An estimator of heavy tail index through the generalized jackknife methodology
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