Pages that link to "Item:Q1084785"
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The following pages link to On asymptotic normality of Hill's estimator for the exponent of regular variation (Q1084785):
Displaying 46 items.
- Flexible multivariate Hill estimators (Q2190231) (← links)
- Limit laws for the norms of extremal samples (Q2242885) (← links)
- On posterior consistency of tail index for Bayesian kernel mixture models (Q2419667) (← links)
- The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141) (← links)
- A new representation for multivariate tail probabilities (Q2435257) (← links)
- Are there common values in first-price auctions? A tail-index nonparametric test (Q2439866) (← links)
- Estimation of the Weibull tail-coefficient with linear combination of upper order statistics (Q2475773) (← links)
- On estimation of the exponent of regular variation using a sample with missing observations (Q2479325) (← links)
- Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling (Q2488471) (← links)
- Strong convergence bounds of the Hill-type estimator under second-order regularly varying conditions (Q2491563) (← links)
- On univariate extreme value statistics and the estimation of reinsurance premiums (Q2499825) (← links)
- Weak convergence of a bootstrap geometric-type estimator with applications to risk theory (Q2499834) (← links)
- A Monte Carlo method for estimating the correlation exponent (Q2499994) (← links)
- Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis (Q2513594) (← links)
- Semiparametric lower bounds for tail index estimation (Q2581645) (← links)
- Pareto Index Estimation Under Moderate Right Censoring (Q2759549) (← links)
- Penultimate approximation for Hill's estimator (Q2771559) (← links)
- On tail index estimation based on multivariate data (Q2811273) (← links)
- On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
- Estimation of distribution tails —a semiparametric approach (Q3141122) (← links)
- A Hill Type Estimator of the Weibull Tail-Coefficient (Q3155256) (← links)
- A new test for tail index with application to Danish fire loss data (Q3390350) (← links)
- Almost sure convergence of the Hill estimator (Q3814549) (← links)
- Asymptotic normality of Hill's estimator (Q3984796) (← links)
- On Some alternative estimates of the adjustment coefficient in risk theory (Q3990299) (← links)
- Large deviation theorem for Hill's estimator (Q4025314) (← links)
- Prediction of record values (Q4216590) (← links)
- An Estimator of the Exponent of Regular Variation Based on K-Record Values (Q4228051) (← links)
- Estimation of the Lundberg coefficient for a Markov modulated risk model (Q4248560) (← links)
- Modelling of extremal events in insurance and finance (Q4289816) (← links)
- Bootstrap confidence intervals for the pareto index (Q4493687) (← links)
- Test for the existence of finite moments via bootstrap (Q4634442) (← links)
- Estimating Extreme Quantiles of Weibull Tail Distributions (Q4681066) (← links)
- On the asymptotic normality of Hill's estimator (Q4872295) (← links)
- ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
- A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS (Q5255869) (← links)
- A bootstrap method to test for the existence of finite moments (Q5299879) (← links)
- A class of location invariant estimators for heavy tailed distributions (Q5875268) (← links)
- Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations (Q5881419) (← links)
- Residual estimators (Q5950618) (← links)
- Multivariate Hill Estimators (Q6064653) (← links)
- On the use of \(L\)-functionals in regression models (Q6083244) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
- On extreme quantile region estimation under heavy-tailed elliptical distributions (Q6536699) (← links)
- A simple empirical inquiry concerning tail risk (Q6610247) (← links)
