Data Adaptive Tail-index Regression

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：jimmyzcc

【摘要】

：

Tail-index is an important measure to gauge the heavy-tailed behavior of a distribution.The problem of estimation of a Tail-index from various types of data has become rather important.Tail-index regr

【作者】

：

Keming Yu Qifa Xu

【机构】

：

Department of Mathematics,Brunel University London,UK

【出处】

：

上海交通大学

【发表日期】

：

2016年4期

【关键词】

：

Aggregation Burr-XII distribution Ordinary least-squares Pareto-type of distribu

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Data Adaptive Tail-index Regression

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