The following pages link to Smoothing the Hill Estimator (Q4339350):
Displayed 23 items.
- Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861) (← links)
- Parameter estimation for first-order bifurcating autoregressive processes with Weibull innova\-tions (Q645457) (← links)
- Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
- Averages of Hill estimators (Q882925) (← links)
- Extreme-value analysis of teletraffic data (Q956818) (← links)
- Reiss and Thomas' automatic selection of the number of extremes (Q957044) (← links)
- Second-order regular variation, convolution and the central limit theorem (Q1275940) (← links)
- Generalized least-squares estimators for the thickness of heavy tails (Q1417814) (← links)
- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
- How to make a Hill plot. (Q1848777) (← links)
- Self-similar communication models and very heavy tails. (Q1872493) (← links)
- Estimation of central shapes of error distributions in linear regression problems (Q1934473) (← links)
- Inference about the tail of a distribution: improvement on the Hill estimator (Q1958090) (← links)
- Are there common values in first-price auctions? A tail-index nonparametric test (Q2439866) (← links)
- On the estimation of the heavy-tail exponent in time series using the max-spectrum (Q3103151) (← links)
- Hidden Regular Variation and Detection of Hidden Risks (Q3113803) (← links)
- The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
- Empirical Testing Of The Infinite Source Poisson Data Traffic Model (Q4806054) (← links)
- On the foundations of multivariate heavy-tail analysis (Q4822461) (← links)
- A bootstrap method to test for the existence of finite moments (Q5299879) (← links)
- Hidden regular variation and the rank transform (Q5694150) (← links)
- Extreme Value Theory as a Risk Management Tool (Q5718354) (← links)
- Extreme behaviour for bivariate elliptical distributions (Q5718585) (← links)