Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator

SSRN Electronic Journal
doi 10.2139/ssrn.875610
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Improved Confidence Intervals for the Youden Index

PLoS ONE
Multidisciplinary
2015English

A Robust Estimator for the Tail Index of Pareto-Type Distributions

Computational Statistics and Data Analysis
StatisticsProbabilityApplied MathematicsComputational TheoryComputational MathematicsMathematics
2007English

Inference About the Tail of a Distribution: Improvementon the Hill Estimator

International Journal of Mathematics and Mathematical Sciences
Mathematics
2010English

Edgeworth Expansions and Normalizing Transforms for Inequality Measures

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2009English

Modified Confidence Intervals for the Mahalanobis Distance

Statistics and Probability Letters
UncertaintyStatisticsProbability
2017English

Tail Expansions for Random Record Distributions

Mathematical Proceedings of the Cambridge Philosophical Society
Mathematics
2001English

Confidence Intervals for a Mean

2008English

Edgeworth Expansions for the Number of Distinct Components Associated With the Ewens Sampling Formula

JOURNAL OF THE JAPAN STATISTICAL SOCIETY
2013English

Approximating the Confidence Intervals for Sharpe Style Weights

Financial Analysts Journal
AccountingEconomicsFinanceEconometrics
1997English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy