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Weighted least squares estimators for the Parzen tail index

Simple tail index estimation for dependent and heterogeneous data with missing values

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Limit Theory for Stationary Autoregression with Heavy-Tailed Augmented GARCH Innovations

Bayesian inference approach to inverse problem in a fractional option pricing model

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Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”

Asymptotic Behavior of Common Connections in Sparse Random Networks

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Asymptotic distributions for weighted power sums of extreme values

A family of nonparametric unit root tests for processes driven by infinite variance innovations

Weighted least squares estimation in a binary random coefficient panel model with infinite variance

An Enhanced Method for Tail Index Estimation under Missingness

Mn-based oxides for aqueous rechargeable metal ion batteries

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Robust estimation of Pareto-type tail index through an exponential regression model

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A class of bootstrap tests on the tail index

Mice of the genus Mus in the Crimea: species diagnostics, distribution, and ecology

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The transformed Gram Charlier distribution: Parametric properties and financial risk applications

Causal discovery in heavy-tailed models

Robust estimation of the extreme value index of Pareto-type distributions under random truncation with applications

Regression estimators for the tail index

Hedging and Evaluating Tail Risks via Two Novel Options Based on Type II Extreme Value Distribution

Convergence of extreme values of Poisson point processes at small times

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Tail index-linked annuity: A longevity risk sharing retirement plan

Fitting Tails by the Empirical Residual Coefficient of Variation: The ercv Package

Flights to Safety and Volatility Pricing

TTLoC: Taming Tail Latency for Erasure-Coded Cloud Storage Systems

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Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors

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Hill estimator of projections of functional data on principal components

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Combined tail estimation using censored data and expert information

Robust Estimation by Means of Scaled Bregman Power Distances. Part II. Extreme Values

Extreme quantiles and tail index of a distribution based on kernel estimator

Test for tail index constancy of GARCH innovations based on conditional volatility

Homogeneous mappings of regularly varying vectors

Statistical inference of subcritical strongly stationary Galton--Watson processes with regularly varying immigration

Local Robust Estimation of Pareto-Type Tails with Random Right Censoring

A Class of Semiparametric Tail Index Estimators and Its Applications

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Tail Index 꼬리 색인

Tail Index 꼬리 색인
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