Pages that link to "Item:Q1044758"

The following pages link to An estimator of the tail index based on increment ratio statistics (Q1044758):

Displaying 11 items.

• Measuring the roughness of random paths by increment ratios (Q453302) (← links)
• An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic (Q764492) (← links)
• Moment-based tail index estimation (Q872094) (← links)
• Tail index estimation with a fixed tuning parameter fraction (Q899351) (← links)
• Truncated estimation of ratio statistics with application to heavy tail distributions (Q1631209) (← links)
• A new approach on estimation of the tail index (Q1854706) (← links)
• The increment ratio statistic (Q2476149) (← links)
• Optimal semiparametric inference for the tail index based on ratios of the largest extremes (Q2810364) (← links)
• A tail estimator for the index of the stable paretian distribution^∗ (Q3842928) (← links)
• The method of moments ratio estimator for the tail shape parameter (Q4337152) (← links)
• A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)