Amenah AL-Najafi | DeepAI

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László Viharos
4 publications

research

∙ 02/28/2020

Regression estimators for the tail index

We propose a class of weighted least squares estimators for the tail ind...

0 Amenah AL-Najafi, et al. ∙

research

∙ 02/28/2020

Weighted least squares estimators for the Parzen tail index

Estimation of the tail index of heavy-tailed distributions and its appli...

0 Amenah AL-Najafi, et al. ∙