Skip to main navigation
Skip to search
Skip to main content
Macquarie University Home
Help & FAQ
Home
Profiles
Research units
Projects
Research Outputs
Datasets
Prizes
Activities
Press/Media
Impacts
Search by expertise, name or affiliation
Partially smooth tail-index estimation for small samples
Samuel Müller
*
, Houng Chhay
*
Corresponding author for this work
Research output
:
Contribution to journal
›
Article
›
peer-review
1
Citation (Scopus)
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Partially smooth tail-index estimation for small samples'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Mathematics
Tail Index
88%
Small Sample
63%
Extreme Value Theory
56%
Distribution Function
55%
Estimator
39%
Monotone
34%
Generalized Extreme Value Distribution
33%
Generalized Pareto Distribution
30%
Kernel Density Estimator
27%
Empirical Distribution Function
27%
Density Estimation
24%
Mean Squared Error
21%
Quantile
21%
Order Statistics
21%
Tail
19%
Maximum Likelihood
19%
Monte Carlo Simulation
19%
Unstable
18%
Demonstrate
13%
Business & Economics
Tail Index
100%
Distribution Function
73%
Small Sample
65%
Extreme Value Theory
42%
Estimator
39%
Generalized Extreme Value Distribution
27%
Kernel Density Estimator
26%
Monte Carlo Simulation
25%
Generalized Pareto Distribution
24%
Density Estimation
24%
Order Statistics
23%
Empirical Distribution
20%
Mean Squared Error
20%
Quantile
17%
Maximum Likelihood
16%