Pages that link to "Item:Q2811273"
From MaRDI portal
The following pages link to On tail index estimation based on multivariate data (Q2811273):
Displaying 12 items.
- 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)
- Estimation of the tail exponent of multivariate regular variation (Q1680794) (← links)
- A new approach on estimation of the tail index (Q1854706) (← links)
- Flexible multivariate Hill estimators (Q2190231) (← links)
- On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence (Q2274935) (← links)
- On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
- Tail index estimation based on survey data (Q2786467) (← links)
- (Q3433264) (← links)
- ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)
- Estimation of multivariate tail quantities (Q6115547) (← links)
- Optimal weighted pooling for inference about the tail index and extreme quantiles (Q6201851) (← links)