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

Computational Statistics and Data Analysis - Netherlands
doi 10.1016/j.csda.2007.01.003
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

On the Tail Index Estimation of an Autoregressive Pareto Process

Discussiones Mathematicae Probability and Statistics
2013English

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

SSRN Electronic Journal
2005English

Conditional Tail Expectations for Multivariate Phase-Type Distributions

Journal of Applied Probability
MathematicsStatisticsUncertaintyProbability
2005English

Tail-Regression Estimator for Heavy-Tailed Distributions of Known Tail Indices and Its Application to Continuum Quantum Monte Carlo Data

Physical review. E
Nonlinear PhysicsProbabilityStatisticsCondensed Matter PhysicsStatistical
2019English

Evolutionary Pareto Distributions

Annales de l'institut Henri Poincare (B) Probability and Statistics
UncertaintyStatisticsProbability
2002English

Bias-Corrected Geometric-Type Estimators of the Tail Index

Journal of Physics A: Mathematical and Theoretical
StatisticsProbabilityNonlinear PhysicsSimulationMathematical PhysicsStatisticalModelingAstronomyPhysics
2016English

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

International Journal of Mathematics and Mathematical Sciences
Mathematics
2010English

Tail Expansions for Random Record Distributions

Mathematical Proceedings of the Cambridge Philosophical Society
Mathematics
2001English

Robust Kernel Estimator for Densities of Unknown Smoothness

Journal of Nonparametric Statistics
UncertaintyStatisticsProbability
2007English

Amanote Research

Note-taking for researchers

Follow Amanote

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

Privacy PolicyRefund Policy