Inference for Heavy-Tailed Data Analysis

DOI10.1016/C2015-0-01492-7zbMath1373.62005MaRDI QIDQ5369809

Yongcheng Qi, Liang Peng

Publication date: 18 October 2017

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Applications of statistics to actuarial sciences and financial mathematics (62P05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items (8)

Consistency of Bayesian inference for multivariate max-stable distributions ⋮ ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS ⋮ Location invariant heavy tail index estimation with block method ⋮ Inference of high quantiles of a heavy-tailed distribution from block data ⋮ Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models ⋮ Statistical and probabilistic analysis of interarrival and waiting times of Internet2 anomalies ⋮ On the three‐step non‐Gaussian quasi‐maximum likelihood estimation of heavy‐tailed double autoregressive models ⋮ Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution

This page was built for publication: Inference for Heavy-Tailed Data Analysis