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Occurrence of Isomorphism and Quasi-Isostructurality in the Crystal Chemistry of Halogen-Substituted Phenylbenzimidamides. [PDF]
Chem Asian JSom S, Ghosh P, Panda M, Chopra D.
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Dose-Dependent Effects of Protocatechuic Acid on Motility, Redox Balance, and DNA Integrity of Frozen-Thawed Ram Spermatozoa. [PDF]
Int J Mol SciTaşdemir U +7 more
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Journal of the American Statistical Association, 2009
In extreme value statistics, the tail index is an important measure to gauge the heavy-tailed behavior of a distribution. Under Pareto-type distributions, we employ the logarithmic function to link the tail index to the linear predictor induced by covariates, which constitutes the tail index regression model.
Hansheng Wang, Chih-Ling Tsai
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In extreme value statistics, the tail index is an important measure to gauge the heavy-tailed behavior of a distribution. Under Pareto-type distributions, we employ the logarithmic function to link the tail index to the linear predictor induced by covariates, which constitutes the tail index regression model.
Hansheng Wang, Chih-Ling Tsai
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On the tail index of a heavy tailed distribution
Annals of the Institute of Statistical Mathematics, 2008zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yongcheng Qi
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On the Estimation of a Changepoint in a Tail Index
Lithuanian Mathematical Journal, 2005zbMATH Open Web Interface contents unavailable due to conflicting licenses.
V Paulauskas
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On robust tail index estimation
Computational Statistics and Data Analysis, 2012zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jan Beran, Dieter Schell
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Asymptotic Expansions of Estimators for the Tail Index with Applications
Scandinavian Journal of Statistics, 1998We present asymptotic expansions for two well‐known estimators of the tail index of a distribution—the Hill's estimator and the simplified Pickands' estimator. We then use the expansions to get more accurate interval estimates. Comparisons between the two estimators are also discussed.
Jiazhu Pan
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A Class of Tests on the Tail Index
Extremes, 2001For the i.i.d. sample with d.f. \(F(x)\) a nonparametric test is proposed for the null hypothesis \(H_m:\;x^m(1-F(x))\geq 1\quad\forall x>x_0\) for some \(x_0>0\) with a given \(m>0\), against the alternative \(K_m:\lim\sup_{x\to\infty} x^m(1-F(x))
Jurečková, Jana, Picek, Jan
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A class of bootstrap tests on the tail index
Communications in Statistics - Simulation and Computation, 2021This work proposes powerful tests using bootstrap methods for the tail index in the family of distribution functions with nondegenerate right tail.
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