Pages that link to "Item:Q5457930"

The following pages link to A heuristic adaptive choice of the threshold for bias-corrected Hill estimators (Q5457930):

Displaying 2 items.

• Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold (Q1003332) (← links)
• A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator (Q1003781) (← links)