A Class of Test on the Tail Index
Result description
In the family of distribution function with nondegenerate right tail we test the hypothesis on the tail index.
Keywords
tail indextail-behavior measurePareto-type taildomain of attractionconsistency of the test
The result's identifiers
Result code in IS VaVaI
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
A Class of Test on the Tail Index
Original language description
In the family of distribution function with nondegenerate right tail we test the hypothesis on the tail index.
Czech name
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Czech description
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Classification
Type
Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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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
Name of the periodical
Extremes
ISSN
1386-1999
e-ISSN
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Volume of the periodical
4
Issue of the periodical within the volume
2
Country of publishing house
US - UNITED STATES
Number of pages
19
Pages from-to
165-183
UT code for WoS article
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EID of the result in the Scopus database
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Basic information
Result type
Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP
BB - Applied statistics, operational research
Year of implementation
2001