Pages that link to "Item:Q2772022"
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The following pages link to Weighted least-squares estimators of tail indices (Q2772022):
Displaying 15 items.
- A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
- A weighted mean excess function approach to the estimation of Weibull-type tails (Q261473) (← links)
- Tail index estimation with a fixed tuning parameter fraction (Q899351) (← links)
- A moving window approach for nonparametric estimation of the conditional tail index (Q957320) (← links)
- Generalized least-squares estimators for the thickness of heavy tails (Q1417814) (← links)
- Weighted least squares estimators for the Parzen tail index (Q2151159) (← links)
- Asymptotically best linear unbiased tail estimators under a second-order regular variation condition (Q2386151) (← links)
- Estimation of the Weibull tail-coefficient with linear combination of upper order statistics (Q2475773) (← links)
- Weak convergence of a bootstrap geometric-type estimator with applications to risk theory (Q2499834) (← links)
- Testing for small bias of tail index estimators (Q2571229) (← links)
- Generalized sum plots (Q2925453) (← links)
- Efficiency of Weighted Average Derivative Estimators and Index Models (Q3142522) (← links)
- Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses (Q3631443) (← links)
- On the asymptotic distribution of weighted least squares estimators (Q3783395) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
