The following pages link to (Q5283466):
Displaying 10 items.
- Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
- On some estimates based on sample behavior near high level excursions (Q1326312) (← links)
- Estimating a tail exponent by modelling departure from a Pareto distribution (Q1970488) (← links)
- Estimation of the tail index for lattice-valued sequences (Q2443884) (← links)
- Monotonicity of the Hill estimator in finite samples (Q2511472) (← links)
- (Q3533660) (← links)
- (Q3749909) (← links)
- Estimation for heavy tailed moving average process (Q4568272) (← links)
- IPO estimation of heaviness of the distribution beyond regularly varying tails (Q5206080) (← links)
- Robust estimator of the ruin probability in infinite time for heavy-tailed distributions (Q6648833) (← links)