✦ LIBER ✦

The empirical distribution function as a tail estimator

✍ Scribed by J.H.J. Einmahl

Book ID: 115225009
Publisher: John Wiley and Sons
Year: 1990
Tongue: English
Weight: 173 KB
Volume: 44
Category: Article
ISSN: 0039-0402
DOI: 10.1111/j.1467-9574.1990.tb01528.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Distributions of tail empirical processe

Distributions of tail empirical processes on Banach function spaces

✍ R. Norvaiša 📂 Article 📅 1993 🏛 Springer 🌐 English ⚖ 659 KB

Estimating the mean of a heavy tailed di

Estimating the mean of a heavy tailed distribution

✍ Liang Peng 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 106 KB

A comparative simulation study on the IF

A comparative simulation study on the IFS distribution function estimator

✍ Stefano M. Iacus; Davide La Torre 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 512 KB

In this paper, we do a comparative simulation study of the standard empirical distribution function estimator versus a new class of nonparametric estimators of a distribution function F, called the iterated function system (IFS) estimator. The target distribution function F is supposed to have compa

Estimating mixtures of normal distributi

Estimating mixtures of normal distributions via empirical characteristic function

✍ Tran, Kien C. 📂 Article 📅 1998 🏛 Taylor and Francis Group 🌐 English ⚖ 583 KB

The approximate distribution function of

The approximate distribution function of the Stein-rule estimator

✍ Aman Ullah 📂 Article 📅 1982 🏛 Elsevier Science 🌐 English ⚖ 167 KB

Estimating the Mean of Heavy-Tailed Dist

Estimating the Mean of Heavy-Tailed Distributions

✍ Joachim Johansson 📂 Article 📅 2003 🏛 Springer 🌐 English ⚖ 662 KB