A class of tests on the tail index using the modified extreme regression quantiles
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F01%3A00105725" target="_blank" >RIV/00216208:11320/01:00105725 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
A class of tests on the tail index using the modified extreme regression quantiles
Original language description
The test on the tail index in the linear model, proposed by Jurečková (2000), is modified to the i.i.d. observations and numerically illustrated.
Czech name
—
Czech description
—
Classification
Type
D - Article in proceedings
CEP classification
BA - General mathematics
OECD FORD branch
—
Result continuities
Project
—
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2001
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
ROBUST ' 2000
ISBN
80-7015-792-5
ISSN
—
e-ISSN
—
Number of pages
10
Pages from-to
217-226
Publisher name
JČMF
Place of publication
Praha
Event location
Praha
Event date
Jan 1, 2001
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
—