Test for the existence of finite moments via bootstrap

DOI10.1080/10485252.2017.1402896zbMath1390.62074OpenAlexW2771040209MaRDI QIDQ4634442

Chun Yip Yau, Wai Leong Ng

Publication date: 10 April 2018

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2017.1402896

zbMATH Keywords

central limit theoremheavy tailHill estimatorKolmogorov-Smirnov test\(m\) out of \(n\) bootstrap

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Statistics of extreme values; tail inference (62G32) Nonparametric statistical resampling methods (62G09)

Related Items (2)

On some distributional properties of subordinated Gaussian random fields ⋮ Some measures of kurtosis and their inference on large datasets

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