Estimates of the tail index based on nonparametric tests
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F04%3A00002892" target="_blank" >RIV/00216208:11320/04:00002892 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Estimates of the tail index based on nonparametric tests
Original language description
Inverting the tests on the Pareto-type tail index m in the Hodges-Lehmann manner, we obtain strongly consistent estimate of m. The simulation study demonstrates surprisingly good estimation of m.
Czech name
Odhad indexu chvostů založený na neparametrických testech
Czech description
Odhad indexu chvostů založený na neparametrických testech
Classification
Type
D - Article in proceedings
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA201%2F02%2F0621" target="_blank" >GA201/02/0621: Statistical inference in econometric models</a><br>
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2004
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Statistics for Industry and Technology
ISBN
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ISSN
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e-ISSN
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Number of pages
12
Pages from-to
141-152
Publisher name
Birkhäuser
Place of publication
Basel
Event location
Basel
Event date
Jan 1, 2004
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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