Procedure of test to compare the tail indices
Year of publication: |
2010
|
---|---|
Authors: | Mougeot, Mathilde ; Tribouley, Karine |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 62.2010, 2, p. 383-412
|
Publisher: |
Springer |
Subject: | Extreme value index | Nonparametric test | Minimax rates |
-
Testing for the presence of measurement error in Stata
Lee, Young Jun, (2019)
-
Testing for the presence of measurement error in Stata
Lee, Young Jun, (2018)
-
Norets, Andriy, (2018)
- More ...
-
Oracle inequality for conditional density estimation and an actuarial example
Mougeot, Mathilde, (2010)
-
Mougeot, Mathilde, (2012)
-
Estimating copula densities through wavelets
Genest, Christian, (2009)
- More ...