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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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10.1080/03610926.2021.1916530

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


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10.1080/03610918.2021.1890772

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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10.1016/J.JEMPFIN.2021.07.004

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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10.1080/03461238.2021.1938198

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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10.1080/07474938.2016.1224024

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


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10.1080/02331888.2019.1609476

Hill estimator of projections of functional data on principal components


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10.1080/03461238.2019.1694974

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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