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On tail index estimation for dependent, heterogeneous data
Hill, Jonathan B. - In: Econometric theory 26 (2010) 5, pp. 1398-1436
Persistent link: https://www.econbiz.de/10008662664
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Tail and nontail memory with applications to extreme value and robust statistics
Hill, Jonathan B. - In: Econometric theory 27 (2011) 4, pp. 844-884
Persistent link: https://www.econbiz.de/10009311730
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Weak-identification robust wild bootstrap applied to a consistent model specification test
Hill, Jonathan B. - In: Econometric theory 37 (2021) 3, pp. 409-463
Persistent link: https://www.econbiz.de/10012593442
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A max-correlation white noise test for weakly dependent time series
Hill, Jonathan B.; Motegi, Kaiji - In: Econometric theory 36 (2020) 5, pp. 907-960
Persistent link: https://www.econbiz.de/10012307244
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TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS
Hill, Jonathan B. - In: Econometric theory 27 (2011) 4, pp. 844-885
Persistent link: https://www.econbiz.de/10009177570