Estimation of the tail index for lattice-valued sequences

Author： Matsui Muneya Mikosch Thomas Tafakori Laleh

ISSN： 1386-1999

Source： Extremes, Vol.16, Iss.4, 2013-12, pp. : 429-455

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

Smooth tail-index estimation

By Muller Samuel

Journal of Statistical Computation and Simulation, Vol. 79, Iss. 9, 2009-09 ,pp. : 1155-1167

Taylor & Francis Ltd

Access to resources Recommend Favorite

MAXIMUM LIKELIHOOD REVISITED UNDER A SEMI-PARAMETRIC CONTEXT - ESTIMATION OF THE TAIL INDEX

By M. IVETTE GOMES ORLANDO OLIVEIRA

Journal of Statistical Computation and Simulation, Vol. 73, Iss. 4, 2003-01 ,pp. : 285-301

Taylor & Francis Ltd

Access to resources Recommend Favorite

Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns

By Salazar Yuri Ng Wing Lon

Communications in Statistics: Simulation and Computation, Vol. 42, Iss. 3, 2013-03 ,pp. : 613-635

Taylor & Francis Ltd

Access to resources Recommend Favorite

Estimation of the conditional tail index using a smoothed local Hill estimator

By Gardes Laurent Stupfler Gilles

Extremes, Vol. 17, Iss. 1, 2014-03 ,pp. : 45-75

Springer Publishing Company

Access to resources Recommend Favorite

Tail index and second-order parameters' semi-parametric estimation based on the log-excesses

By Gomes M. Ivette

Journal of Statistical Computation and Simulation, Vol. 80, Iss. 6, 2010-06 ,pp. : 653-666

Taylor & Francis Ltd

Access to resources Recommend Favorite