Pareto Tail Index Estimation Revisited
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10920277.2006.10596236
Reference7 articles.
1. “Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution,” Vytaras Brazauskas and Robert Serfling, October 2000.
2. Bilodeau , Martin . 2001b . Université de Montréal . Robust Estimation of the Tail Index of a Pareto Distribution. Technical Report
3. Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution
4. Robust methods for personal-income distribution models
5. Conservative confidence intervals for a single parameter
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