On the estimation of a changepoint in a tail index
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Publication:852282
DOI10.1007/s10986-005-0029-0zbMath1201.91226OpenAlexW2082072734MaRDI QIDQ852282
K. Gadeikis, Vygantas Paulauskas
Publication date: 28 November 2006
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-005-0029-0
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Related Items (3)
Estimation of the tail index in the max-aggregation scheme ⋮ On the tail index of a heavy tailed distribution ⋮ A change-point problem and inference for segment signals
Cites Work
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