Pages that link to "Item:Q3842928"
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The following pages link to A tail estimator for the index of the stable paretian distribution<sup>∗</sup> (Q3842928):
Displaying 19 items.
- Stable mixture GARCH models (Q528154) (← links)
- Estimating the stable index \(\alpha\) in order to measure tail thickness: a critique (Q799047) (← links)
- A tail bootstrap procedure for estimating the tail Pareto-index (Q1299448) (← links)
- Estimating the index of a stable distribution (Q1304084) (← links)
- A new estimator for a tail index (Q1415507) (← links)
- Comparison of estimators in stable models. (Q1596874) (← links)
- A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← links)
- Testing the stable Paretian assumption (Q1600528) (← links)
- Stable modeling of value at risk (Q1600544) (← links)
- Stationarity of stable power-GARCH processes. (Q1858909) (← links)
- Tail estimation of the stable index \(\alpha\) (Q1921190) (← links)
- Tail behavior, modes and other characteristics of stable distribution (Q1979090) (← links)
- Weighted least squares estimators for the Parzen tail index (Q2151159) (← links)
- Subsampling extremes: from block maxima to smooth tail estimation (Q2252905) (← links)
- An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index (Q2350660) (← links)
- Estimation problems for distributions with heavy tails (Q2763488) (← links)
- (Q3716039) (← links)
- On the Optimality of Estimating the Tail Index and a Naive Estimator (Q3763402) (← links)
- Fat tail distributions and local thin tail alternatives (Q4337151) (← links)