The following pages link to On robust tail index estimation (Q1927123):
Displaying 23 items.
- A simple generalisation of the Hill estimator (Q130015) (← links)
- Weak properties and robustness of t-Hill estimators (Q347146) (← links)
- On robust tail index estimation under random censorship (Q485978) (← links)
- Tail index estimation, concentration and adaptivity (Q902214) (← links)
- Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring (Q1623653) (← links)
- Simple tail index estimation for dependent and heterogeneous data with missing values (Q1729814) (← links)
- Tail index estimation in small samples. Simulation results for independent and ARCH-type financial return models (Q1762973) (← links)
- Special issue on robust analysis of complex data (Q1800103) (← links)
- A new approach on estimation of the tail index (Q1854706) (← links)
- A Beran-inspired estimator for the Weibull-type tail coefficient (Q2322031) (← links)
- Divergence based robust estimation of the tail index through an exponential regression model (Q2404621) (← links)
- The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141) (← links)
- Partially smooth tail-index estimation for small samples (Q2513368) (← links)
- Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models (Q2682986) (← links)
- Small sample performance of robust estimators of tail parameters for pareto and exponential models (Q2774401) (← links)
- Score function of distribution and revival of the moment method (Q2807755) (← links)
- On tail index estimation based on multivariate data (Q2811273) (← links)
- On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
- (Q3433264) (← links)
- (Q4351980) (← links)
- Tail mean and related robust solution concepts (Q5172535) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
- Semiparametric Tail Index Regression (Q6620834) (← links)
