The following pages link to A new estimator for a tail index (Q1415507):
Displaying 20 items.
- On an improvement of Hill and some other estimators (Q383679) (← links)
- Several modifications of DPR estimator of the tail index (Q392751) (← links)
- Asymptotic properties of generalized DPR statistic (Q392996) (← links)
- A class of new tail index estimators (Q520570) (← links)
- Iterative estimation of the extreme value index (Q812978) (← links)
- On the estimation of a changepoint in a tail index (Q852282) (← links)
- On the tail index of a heavy tailed distribution (Q904090) (← links)
- An estimator of the tail index based on increment ratio statistics (Q1044758) (← links)
- An estimator of heavy tail index through the generalized jackknife methodology (Q1718929) (← links)
- A new approach on estimation of the tail index (Q1854706) (← links)
- Estimation of the tail index in the max-aggregation scheme (Q1943761) (← links)
- Subsampling extremes: from block maxima to smooth tail estimation (Q2252905) (← links)
- Local-maximum-based tail index estimator (Q2257586) (← links)
- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence (Q2274935) (← links)
- Comparison of tail index estimators (Q4259394) (← links)
- (Q4887700) (← links)
- Heavy tail index estimation based on block order statistics (Q5036864) (← links)
- Location invariant heavy tail index estimation with block method (Q5089919) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
- Inference of high quantiles of a heavy-tailed distribution from block data (Q6132711) (← links)
