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Small sample estimation and testing for heavy tails
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SYSNO 0390574 Title Small sample estimation and testing for heavy tails Author(s) Fabián, Zdeněk (UIVT-O) SAI, RID
Stehlík, M. (AT)
Střelec, L. (CZ)Source Title Proceedings of the 58th World Statistics Congress 2011. S. 2985-2993. - The Hague : International Statistical Institute, 2012 Conference ISI 2011. Session of the International Statistical Institute /58./, Dublin, 21.08.2011-26.08.2011 Document Type Konferenční příspěvek (zahraniční konf.) CEZ AV0Z10300504 - UIVT-O (2005-2011) Language eng Country NL Keywords Hill estimator * heavy tail estimation * robustness * testing URL http://2011.isiproceedings.org/papers/650188.pdf Permanent Link http://hdl.handle.net/11104/0219440 File Download Size Commentary Version Access a0390574.pdf 2 208.2 KB Publisher’s postprint require 0390574.pdf 0 730.6 KB Author´s preprint open-access
Number of the records: 1