Comparison of tail index estimators
Year of publication: |
1994
|
---|---|
Authors: | Haan, Laurens de ; Lian, Peng |
Publisher: |
Rotterdam |
Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | Theorie | Theory |
-
On optimal testing for the equality of equicorrelation : an example of loss in power
Bhatti, Muhammad Ishaq, (2000)
-
Estimation in surveys using conditional inclusion probabilities : simple random sampling
Tillé, Yves, (1998)
-
A new one-sided variable inspection plan for continuous distribution functions
Kössler, Wolfgang, (1999)
- More ...
-
Exact rates of convergence to a symmetric stable law
Haan, Laurens de, (1995)
-
Comparison of tail index estimators
Haan, Laurens de, (1995)
-
Rate of convergence for bivariate extremes (uniform metric)
Haan, Laurens de, (1995)
- More ...