Pages that link to "Item:Q1417814"
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The following pages link to Generalized least-squares estimators for the thickness of heavy tails (Q1417814):
Displaying 16 items.
- A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
- Tail fitting for truncated and non-truncated Pareto-type distributions (Q508715) (← links)
- Tail index estimation with a fixed tuning parameter fraction (Q899351) (← links)
- Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known (Q963889) (← links)
- A simple robust estimation method for the thickness of heavy tails (Q1299428) (← links)
- Parameter estimation for one-sided heavy-tailed distributions (Q2006758) (← links)
- Power-law cross-correlations estimation under heavy tails (Q2200269) (← links)
- Asymptotically best linear unbiased tail estimators under a second-order regular variation condition (Q2386151) (← links)
- Fractional reproduction-dispersal equations and heavy tail dispersal kernels (Q2426362) (← links)
- Power-law distributions in binned empirical data (Q2453658) (← links)
- Parameter Estimation for Exponentially Tempered Power Law Distributions (Q2920008) (← links)
- TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS (Q4917229) (← links)
- On a Minimum Distance Procedure for Threshold Selection in Tail Analysis (Q5027018) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
- (Q6174110) (← links)
- Modified Greenwood statistic and its application for statistical testing (Q6591513) (← links)
