Results 281 to 290 of about 5,003,510 (291)

The harmonic moment tail index estimator: asymptotic distribution and robustness

, 2014
J. Beran, Dieter Schell, M. Stehlík
semanticscholar   +1 more source

Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator

Bernoulli, 2007
Johan Segers
exaly  

Estimation of the conditional tail index using a smoothed local Hill estimator

, 2014
L. Gardes, Gilles Stupfler
semanticscholar   +1 more source

Interval estimation of the tail index of a GARCH(1,1) model

Test, 2011
Ngai Hang Chan, Liang Peng, Rongmao Zhang   +2 more
exaly  

The harmonic moment tail index estimator: asymptotic distribution and robustness

Annals of the Institute of Statistical Mathematics, 2013
Jan Beran, Dieter Schell, Milan Stehlik   +2 more
exaly  

Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation

Journal of Multivariate Analysis, 2001
exaly  

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

Metrika, 2014
Mohammad Mohammadi, Adel Mohammadpour, Hiroaki Ogata   +2 more
exaly  

Empirical likelihood based confidence intervals for the tail index when

Statistics and Probability Letters, 2014
Yuexiang Jiang
exaly  

Quick Look at Index Tails

2020
openaire   +1 more source

On tail index estimation based on multivariate data

Journal of Nonparametric Statistics, 2016
exaly