On the estimation of a changepoint in a tail index

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

zbMATH Keywords

changepointtail index

Mathematics Subject Classification ID

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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