The harmonic moment tail index estimator: asymptotic distribution and robustness
By Jan Beran, Dieter Schell, Milan Stehlík. 2014
79 citations recorded by the source corpus.
Subfields: Artificial Intelligence, Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/970fe8d5ce277b38c86c906d6de0d9bea3812201
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Artificial Intelligence
In Finance
- Tilmann Gneiting
- Alexander I. Jordan
- W. Ehm
- Fabian Krüger
- Andrew J. Patton
- Johannes Resin
- J. Ziegel
- F. Serinaldi
In Statistics and Probability
- Tilmann Gneiting
- Alexander I. Jordan
- W. Ehm
- Fabian Krüger
- James W. Taylor
- Thordis Linda Thorarinsdottir
- Andrew J. Patton
- J. Ziegel
Citations in the corpus
- Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings (2015, background): “This is needed for good Basel practices, which can request for example consistent and robust M-estimation (as an example see Beran et al. (2014)).”