Pages that link to "Item:Q1378778"
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The following pages link to Inference for heavy tailed distributions (Q1378778):
Displaying 13 items.
- Average sample number function for Pareto heavy tailed distributions (Q469896) (← links)
- A simple general approach to inference about the tail of a distribution (Q1224394) (← links)
- Estimation of the index parameter for autoregressive data using the estimated innovations (Q1304109) (← links)
- Estimation problems for distributions with heavy tails (Q1883277) (← links)
- Exact confidence sets and goodness-of-fit methods for stable distributions (Q2451779) (← links)
- Efficiency of linear estimators under heavy-tailedness: convolutions of alpha-symmetric distri\-butions (Q2886956) (← links)
- Statistical inference in the presence of heavy tails (Q2895996) (← links)
- Bootstrapping the mean vector for the observations in the domain of attraction of a multivariate stable law (Q4639148) (← links)
- Inference for Heavy-Tailed Data Analysis (Q5369809) (← links)
- LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS (Q5384846) (← links)
- Bootstrap inference for a class of non-regular estimators (Q6103235) (← links)
- Inference of high quantiles of a heavy-tailed distribution from block data (Q6132711) (← links)
- Inference for extremal regression with dependent heavy-tailed data (Q6183770) (← links)
