On robust tail index estimation
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability
Reference33 articles.
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3. Robust estimation of the extreme value index of Pareto-type distributions under random truncation with applications;Pakistan Journal of Statistics and Operation Research;2021-03-02
4. Semiparametric Tail Index Regression;Journal of Business & Economic Statistics;2020-07-01
5. A Note on Robust Estimation of the Extremal Index;Springer Proceedings in Mathematics & Statistics;2020
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