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Regression estimator for the tail index - MaRDI portal

Regression estimator for the tail index (Q777861)

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Regression estimator for the tail index
scientific article

    Statements

    title
    Regression estimator for the tail index (English)
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    author
    László Németh
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    András Zempléni
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    publication date
    7 July 2020
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    zbMATH Keywords
    tail index
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    bootstrap
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    Hill estimation
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    Kolmogorov-Smirnov distance
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    cites work
    Q3534831
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    Q4352611
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    Q3486670
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    Q5485944
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    Q4343010
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    Q3670359
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    Identifiers

    Mathematics Subject Classification ID
    62G32
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    62G09
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    60G70
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    62P12
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    zbMATH DE Number
    7218583
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    OpenAlex ID
    W3037068033
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    arXiv ID
    1708.04815
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