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Publications by Erich Haeusler

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

SSRN Electronic Journal

English

The Quantile-Transform Approach to the Asymptotic Distribution of Modulus Trimmed Sums

English

Related publications

Improved Confidence Intervals for the Youden Index

Multidisciplinary

English

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

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

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

International Journal of Mathematics and Mathematical Sciences

English

Edgeworth Expansions and Normalizing Transforms for Inequality Measures

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Modified Confidence Intervals for the Mahalanobis Distance

Statistics and Probability Letters

English

Tail Expansions for Random Record Distributions

Mathematical Proceedings of the Cambridge Philosophical Society

English

Confidence Intervals for a Mean

English

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

JOURNAL OF THE JAPAN STATISTICAL SOCIETY

English

Approximating the Confidence Intervals for Sharpe Style Weights

Financial Analysts Journal

English