Author:
Gadeikis K.,Paulauskas V.
Publisher
Springer Science and Business Media LLC
Reference20 articles.
1. J. Beirlant, J. L. Teugels, and P. Vynckier, Tail index estimation, Pareto quantile plots, and regression diagnostics, J. Amer. Statist. Assoc., 91, 1659–1667 (1996).
2. E. Carlstein, Nonparametric change-point estimation, Ann. Statist., 16, 188–197 (1988).
3. S. Csorgo, P. Deheuvels, and D. Mason, Kernel estimates of the tail index of a distribution, Ann. Statist., 13, 1050–1077 (1985).
4. J. Danielsson, L. de Haan, L. Peng, and C. G. de Vries, Using a bootstrap method to choose the sample fraction in tail index estimation, J. Multivariate Anal., 76, 226–248 (2001).
5. Yu. Davydov, V. Paulauskas, and A. Rackauskas, More on p-stable convex sets in Banach spaces, J. Theoret. Probab., 13, 39–64 (2001).
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Estimation of the tail index in the max-aggregation scheme;Lithuanian Mathematical Journal;2012-07
2. On the tail index of a heavy tailed distribution;Annals of the Institute of Statistical Mathematics;2008-04-15