Pages that link to "Item:Q904090"
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The following pages link to On the tail index of a heavy tailed distribution (Q904090):
Displaying 28 items.
- Several modifications of DPR estimator of the tail index (Q392751) (← links)
- Asymptotic properties of generalized DPR statistic (Q392996) (← links)
- Empirical likelihood based confidence regions for first order parameters of heavy-tailed distribu\-tions (Q538133) (← links)
- Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator (Q880481) (← links)
- Location invariant Weiss-Hill estimator (Q906649) (← links)
- Likelihood based confidence intervals for the tail index (Q1424687) (← links)
- A modification of the right tail for heavy-tailed income distributions (Q1605872) (← links)
- Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring (Q1623653) (← links)
- An estimator of heavy tail index through the generalized jackknife methodology (Q1718929) (← links)
- Estimation of the tail index in the max-aggregation scheme (Q1943761) (← links)
- A class of unbiased location invariant Hill-type estimators for heavy tailed distributions (Q1951775) (← links)
- Appendix: A primer on heavy-tailed distributions (Q1975034) (← links)
- Local-maximum-based tail index estimator (Q2257586) (← links)
- Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution (Q2322646) (← links)
- Empirical likelihood based confidence intervals for the tail index when \({\gamma}<-1/2\) (Q2444391) (← links)
- A Test for Comparing Tail Indices for Heavy-Tailed Distributions via Empirical Likelihood (Q2794796) (← links)
- (Q3295414) (← links)
- A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX (Q3429883) (← links)
- (Q3518168) (← links)
- (Q3607215) (← links)
- Heavy tail index estimation based on block order statistics (Q5036864) (← links)
- Location invariant heavy tail index estimation with block method (Q5089919) (← links)
- A practical method for analysing heavy tailed data (Q5192949) (← links)
- A new family of heavy tailed distributions with an application to the heavy tailed insurance loss data (Q5867470) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
- Distributions derived from the continuous iteration of the hyperbolic sine function (Q6116869) (← links)
- Inference of high quantiles of a heavy-tailed distribution from block data (Q6132711) (← links)
- Optimal weighted pooling for inference about the tail index and extreme quantiles (Q6201851) (← links)