Pages that link to "Item:Q1680794"

The following pages link to Estimation of the tail exponent of multivariate regular variation (Q1680794):

Displaying 9 items.

• Estimation of extreme risk regions under multivariate regular variation (Q638815) (← links)
• Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates (Q712533) (← links)
• \(U\)-statistic for multivariate stable distributions (Q1658072) (← links)
• On the estimation of the variability in the distribution tail (Q2074679) (← links)
• Tail measures and regular variation (Q2144349) (← links)
• Flexible multivariate Hill estimators (Q2190231) (← links)
• On estimating the tail index and the spectral measure of multivariate \(\alpha\)-stable distributions (Q2352400) (← links)
• Estimation of multivariate tail quantities (Q6115547) (← links)
• Maximum likelihood estimation of elliptical tail (Q6656678) (← links)