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An estimator of the tail index based on increment ratio statistics

✍ Scribed by M. Vaičiulis


Publisher
Springer
Year
2009
Tongue
English
Weight
225 KB
Volume
49
Category
Article
ISSN
0363-1672

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On an Unbiased Variance Estimator for th
✍ Dr. R. Hilgers 📂 Article 📅 1981 🏛 John Wiley and Sons 🌐 English ⚖ 320 KB 👁 2 views

## Abstract For some applications of the WILCOXON‐MANN‐WHITNEY‐statistic its variance has to be estimated. So e.g. for the test of POTTHOFF (1963) to detect differences in medians of two symmetric distributions as well as for the computation of approximate, confidence bounds for the probability __P