QQ Plots, Random Sets and Data from a Heavy Tailed Distribution

DOI10.1080/15326340701828308zbMath1136.62007arXivmath/0702551OpenAlexW1987223779MaRDI QIDQ5454672

Bikramjit Das, Sidney I. Resnick

Publication date: 31 March 2008

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0702551

zbMATH Keywords

Hausdorff metricregular variationrandom setsQQ plots

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05) Graphical methods in statistics (62A09)

Related Items (7)

A class of semiparametric tail index estimators and its applications ⋮ Convergence of persistence diagrams for topological crackle ⋮ Weak limits for exploratory plots in the analysis of extremes ⋮ Detecting a conditional extreme value model ⋮ A discussion on mean excess plots ⋮ When Does the Mean Excess Plot Look Linear? ⋮ On random sets for inference in statistics and econometrics

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• Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
• Heavy-Tail Phenomena
• Verschiedene Topologisierungen im Raum der abgeschlossenen Mengen
• Regularly varying functions

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