Pages that link to "Item:Q1373202"

The following pages link to Asymptotic normality of least-squares estimators of tail indices (Q1373202):

Displaying 17 items.

• Semi-parametric tail inference through probability-weighted moments (Q607216) (← links)
• Tail index estimation with a fixed tuning parameter fraction (Q899351) (← links)
• Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known (Q963889) (← links)
• An estimator of the tail index based on increment ratio statistics (Q1044758) (← links)
• Generalized least-squares estimators for the thickness of heavy tails (Q1417814) (← links)
• Limiting behaviour of a geometric-type estimator for tail indices. (Q1423351) (← links)
• Kernel-type estimators for the extreme value index (Q1430919) (← links)
• Inference about the tail of a distribution: improvement on the Hill estimator (Q1958090) (← links)
• A nonparametric estimator for the conditional tail index of Pareto-type distributions (Q2303031) (← links)
• The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141) (← links)
• Subsampling the distribution of diverging statistics with applications to finance (Q2439061) (← links)
• Empirical likelihood based confidence intervals for the tail index when \({\gamma}<-1/2\) (Q2444391) (← links)
• Weak convergence of a bootstrap geometric-type estimator with applications to risk theory (Q2499834) (← links)
• On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
• Minimum-Distance Estimator for Stable Exponent (Q3622067) (← links)
• Test for the existence of finite moments via bootstrap (Q4634442) (← links)
• Tail index varying coefficient model (Q5022769) (← links)