Tests on the Tail Index using the L-estimates
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F46747885%3A24510%2F02%3A00000015" target="_blank" >RIV/46747885:24510/02:00000015 - 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
Tests on the Tail Index using the L-estimates
Original language description
In the family of heavy -tailed distribution functions with nondegenerate right tail we test the hypothesis about the index. the proposed test is fully nonparametric and is based on the set of observations into N subsamples of size n and on the empiricaldistribution function of the L-estimators of the subsamples.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BA - General mathematics
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
2002
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
"Sborník příspěvků z mezinárodní konference ""60=2.2.3.5?"""
ISBN
80-7083-582-6
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
19-26
Publisher name
Technická univerzita v Liberci
Place of publication
Liberec
Event location
Liberec
Event date
Sep 11, 2001
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
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