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Publications by J. Beirlant

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

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Heavy-Tailed Distributions and Rating

English

Related publications

On the Tail Index Estimation of an Autoregressive Pareto Process

Discussiones Mathematicae Probability and Statistics

English

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

SSRN Electronic Journal

English

Conditional Tail Expectations for Multivariate Phase-Type Distributions

Journal of Applied Probability

English

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

Physical review. E

Nonlinear Physics

Condensed Matter Physics

English

Evolutionary Pareto Distributions

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

English

Bias-Corrected Geometric-Type Estimators of the Tail Index

Journal of Physics A: Mathematical and Theoretical

Nonlinear Physics

Mathematical Physics

English

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

International Journal of Mathematics and Mathematical Sciences

English

Tail Expansions for Random Record Distributions

Mathematical Proceedings of the Cambridge Philosophical Society

English

Robust Kernel Estimator for Densities of Unknown Smoothness

Journal of Nonparametric Statistics

English