A fine-tuned estimator of a general convergence rate

DOI10.1111/J.1467-842X.2007.00496.XMaRDI QIDQ6573724zbMATH OpenFDO

Authors Tucker S. McElroy, Dimitris Politis

Publication date 17 July 2024

Published in Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/J.1467-842X.2007.00496.X

zbMATH Keywords

heavy-tail indexrate of convergencestationary sequencetime series

Mathematics Subject Classification ID

Limit theorems in probability theory (60Fxx) Statistics (62-XX) Nonparametric inference (62Gxx)

Cites work

• A new approach on estimation of the tail index
• Bagging predictors
• Computer-intensive rate estimation, diverging statistics and scanning
• scientific article; zbMATH DE number 1301726 (Why is no real title available?)
• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• Kernel estimates of the tail index of a distribution
• Necessary and sufficient conditions for weak consistency of the median of independent but not identically distributed random variables
• ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS
• Subsampling
• Using a bootstrap method to choose the sample fraction in tail index estimation

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