Semiparametric lower bounds for tail index estimation
نویسندگان
چکیده
منابع مشابه
Semiparametric Tail Index Estimation: A Density Quantile Approach
Heavy tail probability distributions are important in many scientific disciplines, such as hydrology, geology, and physics among others. To this end many heavy tail distributions are commonly used in practice. In order to determine an appropriate family of distributions for a specified application it is useful to classify the probability law via its tail behavior. Through the use of Parzen’s de...
متن کاملLower Bounds for Estrada Index
If G is an (n,m)-graph whose spectrum consists of the numbers λ1, λ2, . . . , λn, then its Estrada index is EE(G) = ∑n i=1 e λi . We establish lower bounds for EE(G) in terms of n and m. Introduction In this paper we are concerned with simple graphs, that have no loops and no multiple or directed edges. Let G be such a graph, and let n and m be the number of its vertices and edges. Then we say ...
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2006
ISSN: 0378-3758
DOI: 10.1016/j.jspi.2004.08.018