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Found 80 Documents (Results 1–80)

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The tail index stability testing. (English) Zbl 1051.62117

Todorović, Jovan (ed.) et al., 29th Yugoslavian symposium on operations research, SYM-OP-IS 2002. Proceedings, Tara, Yugoslavia, October 9–12, 2002. Belgrade: SANU, Serbian Academy of Sciences and Arts, Mathematical Institut (ISBN 86-84231-00-7). XVI8-XVI11 (2002).
MSC:  62P20 62G32
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Hill, bootstrap and jackknife estimators for heavy tails. (English) Zbl 0945.62050

Adler, Robert J. (ed.) et al., A practical guide to heavy tails. Statistical techniques and applications. Boston: Birkhäuser. 283-310 (1998).
MSC:  62G09 62G32 65C05
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