Results 271 to 280 of about 5,003,510 (291)

CHANGE POINT TESTS FOR THE TAIL INDEX OF β-MIXING RANDOM VARIABLES

Econometric Theory, 2016
Yannick Hoga
semanticscholar   +1 more source

Semiparametric Tail Index Regression

Journal of Business and Economic Statistics, 2022
Rui Li, Chenlei Leng, Jinhong You
exaly  

Estimating the tail index

1998
Sándor Csörgő, László Viharos
openaire   +1 more source

Estimation of high conditional quantiles using the Hill estimator of the tail index

, 2016
Fengyang He, Yebin Cheng, T. Tong
semanticscholar   +1 more source

Tail index estimation with a fixed tuning parameter fraction

, 2016
T. McElroy, Chaitra H. Nagaraja
semanticscholar   +1 more source

Tail Index Estimation for a Filtered Dependent Time Series

, 2015
Jonathan B. Hill
semanticscholar   +1 more source

A robust estimator for the tail index of Pareto-type distributions

Computational Statistics and Data Analysis, 2007
Jan Beirlant, Andreas Christmann, Mia Hubert   +2 more
exaly  

On estimating the tail index and the spectral measure of multivariate $$\alpha $$α-stable distributions

, 2015
M. Mohammadi, A. Mohammadpour, Hiroaki Ogata   +2 more
semanticscholar   +1 more source

Measuring Tail Thickness to Estimate the Stable Index α: A Critique

Journal of Business and Economic Statistics, 1997
J Huston Mcculloch
exaly  

Test for tail index change in stationary time series with Pareto-type marginal distribution

Bernoulli, 2009
Moosup Kim, Sangyeol Lee
exaly