The following pages link to Moment-based tail index estimation (Q872094):
Displaying 20 items.
- Testing for (in)finite moments (Q138542) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Consistent estimation of the tail index for dependent data (Q613172) (← links)
- Statistical analysis of the end-to-end delay of packet transfers in a peer-to-peer network (Q832114) (← links)
- Tail index estimation, concentration and adaptivity (Q902214) (← links)
- Tail exponent estimation via broadband log density-quantile regression (Q993809) (← links)
- An estimator of the tail index based on increment ratio statistics (Q1044758) (← links)
- A simple robust estimation method for the thickness of heavy tails (Q1299428) (← links)
- Semi-parametric regression estimation of the tail index (Q1697475) (← links)
- A new approach on estimation of the tail index (Q1854706) (← links)
- An adaptive optimal estimate of the tail index for MA(1) time series (Q1970810) (← links)
- Local-maximum-based tail index estimator (Q2257586) (← links)
- Tail index estimation based on survey data (Q2786467) (← links)
- On the estimation of the heavy-tail exponent in time series using the max-spectrum (Q3103151) (← links)
- Nonparametric Analysis of Extremes on Web Graphs: PageRank Versus Max-Linear Model (Q3305437) (← links)
- (Q3433264) (← links)
- The method of moments ratio estimator for the tail shape parameter (Q4337152) (← links)
- Comparison of the several parameterized estimators for the positive extreme value index (Q5106857) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
- Extremal properties of evolving networks: local dependence and heavy tails (Q6601560) (← links)
