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On Least Squares Estimates Of An Exponential Tail Coefficient

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  • Schultze J.
  • Steinebach J.

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Suggested Citation

  • Schultze J. & Steinebach J., 1996. "On Least Squares Estimates Of An Exponential Tail Coefficient," Statistics & Risk Modeling, De Gruyter, vol. 14(4), pages 353-372, April.
    • Handle: RePEc:bpj:strimo:v:14:y:1996:i:4:p:353-372:n:3
    DOI: 10.1524/strm.1996.14.4.353
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    Citations

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    Cited by:

    1. Brito, Margarida & Freitas, Ana Cristina Moreira, 2008. "Edgeworth expansion for an estimator of the adjustment coefficient," Insurance: Mathematics and Economics, Elsevier, vol. 43(2), pages 203-208, October.
    2. David Anthoff & Richard S. J. Tol, 2022. "Testing the Dismal Theorem," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 9(5), pages 885-920.
    3. Christian Schluter, 2021. "On Zipf’s law and the bias of Zipf regressions," Empirical Economics, Springer, vol. 61(2), pages 529-548, August.
    4. Igor Fedotenkov, 2020. "A Review of More than One Hundred Pareto-Tail Index Estimators," Statistica, Department of Statistics, University of Bologna, vol. 80(3), pages 245-299.
    5. Brito, Margarida & Moreira Freitas, Ana Cristina, 2006. "Weak convergence of a bootstrap geometric-type estimator with applications to risk theory," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 571-584, June.
    6. Gardes, Laurent & Girard, Stéphane, 2008. "A moving window approach for nonparametric estimation of the conditional tail index," Journal of Multivariate Analysis, Elsevier, vol. 99(10), pages 2368-2388, November.
    7. Christian Schluter, 2018. "Top Incomes, Heavy Tails, and Rank-Size Regressions," Econometrics, MDPI, vol. 6(1), pages 1-16, March.
    8. Brito, Margarida & Freitas, Ana Cristina Moreira, 2010. "Consistent estimation of the tail index for dependent data," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1835-1843, December.
    9. Ilić, Ivana, 2012. "On tail index estimation using a sample with missing observations," Statistics & Probability Letters, Elsevier, vol. 82(5), pages 949-958.
    10. Brito, Margarida & Moreira Freitas, Ana Cristina, 2003. "Limiting behaviour of a geometric-type estimator for tail indices," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 211-226, October.

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