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Keyword [tail index]
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1. Censoring Estimators Of A Positive Tail Index And The Viscosity Solution Of Degenerate Elliptic Equation
2. Study On Properties Of Crovella Estimation For The Heavy Tail Index
3. Threshold Selection In Tail Index Estimation
4. Tail Index Estimation Of Heavy-tailed Distribution And Empirical Analysis Of China's Stock Markets
5. Asymptotic Properties Of The Tail Index Estimator And The Second Order Parameter
6. On Location Invariant Heavy Tail Index Estimation
7. Research On The Nonlinear Feature Of The Stock Market In China
8. A Class Of Generalization Location Invariant Heavy Tailed Index Estimator
9. Heavy-tailed Extreme Value Index Estimation
10. The Convergence Rate Of The Heavy Tail Index Estimators
11. Interval Estimation Of The Tail Index Of A Unit Root Model With GARCH Errors
12. Dynamic Systematic Tail Risk Measurement Based On Tail Index Regression
13. Heavy Tail Index Estimators Based On Block Method And Record Value
14. Robust Estimations For The Tail Index Of Weibull-type Distribution And Its Application In VaR Measure
15. A Regression Estimation Of The Tail Index For Long Memory Processes
16. Pareto Type Tail Index Regression
17. A contribution to the estimation of the tail index of heavy-tailed distributions
18. Robust and nonparametric statistical methods for Pareto distribution tail index estimation, with actuarial science applications
19. Heavy Tail Index Estimation Based On Block Order Statistics
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