Pages that link to "Item:Q1299448"
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The following pages link to A tail bootstrap procedure for estimating the tail Pareto-index (Q1299448):
Displaying 7 items.
- Edgeworth expansion for an estimator of the adjustment coefficient (Q974801) (← links)
- Bootstrap and empirical likelihood methods in extremes (Q1003320) (← links)
- Limiting behaviour of a geometric-type estimator for tail indices. (Q1423351) (← links)
- Simple tail index estimation for dependent and heterogeneous data with missing values (Q1729814) (← links)
- Regenerative block-bootstrap confidence intervals for tail and extremal indexes (Q1951155) (← links)
- Weak convergence of a bootstrap geometric-type estimator with applications to risk theory (Q2499834) (← links)
- A simple empirical inquiry concerning tail risk (Q6610247) (← links)
