Pages that link to "Item:Q1299428"
From MaRDI portal
The following pages link to A simple robust estimation method for the thickness of heavy tails (Q1299428):
Displaying 20 items.
- Testing for (in)finite moments (Q138542) (← links)
- Non-Gaussian semi-stable laws arising in sampling of finite point processes (Q265290) (← links)
- On an improvement of Hill and some other estimators (Q383679) (← links)
- Tail index estimation in the presence of long-memory dynamics (Q425381) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- The role of ergodicity and mixing in the central limit theorem for Casati-Prosen triangle map variables (Q653564) (← links)
- Moment-based tail index estimation (Q872094) (← links)
- Generalized least-squares estimators for the thickness of heavy tails (Q1417814) (← links)
- Alternative way to characterize a \(q\)-Gaussian distribution by a robust heavy tail measurement (Q1618598) (← links)
- Semi-parametric regression estimation of the tail index (Q1697475) (← links)
- Estimation problems for distributions with heavy tails (Q1883277) (← links)
- Parameter estimation for one-sided heavy-tailed distributions (Q2006758) (← links)
- Distribution theory for the Studentized mean for long, short, and negative memory time series (Q2448410) (← links)
- Computer-intensive rate estimation, diverging statistics and scanning (Q2456022) (← links)
- Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data (Q3462152) (← links)
- Estimation for heavy tailed moving average process (Q4568272) (← links)
- Parameter Estimation of Stable Distributions (Q5201486) (← links)
- Self and spurious multi-affinity of ordinary Lévy motion, and pseudo-Gaussian relations (Q5948143) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
- (Q6174110) (← links)
