메뉴 건너뛰기




Volumn 24, Issue 1, 2008, Pages 103-132

QQ plots, random sets and data from a heavy tailed distribution

Author keywords

Hausdorff metric; QQ plots; Random sets; Regular variation

Indexed keywords

DATA STRUCTURES; GRAPH THEORY; METRIC SYSTEM; PARAMETER ESTIMATION; STATISTICAL METHODS;

EID: 38849199219     PISSN: 15326349     EISSN: 15324214     Source Type: Journal    
DOI: 10.1080/15326340701828308     Document Type: Article
Times cited : (27)

References (22)
  • 2
    • 0030335268 scopus 로고    scopus 로고
    • Tail index estimation, Pareto quantile plots, and regression diagnostics
    • Beirlant, J.; Vynckier, P.; Teugels, J. Tail index estimation, Pareto quantile plots, and regression diagnostics. J. Amer. Statist. Assoc. 1996, 91 (436), 1659-1667.
    • (1996) J. Amer. Statist. Assoc , vol.91 , Issue.436 , pp. 1659-1667
    • Beirlant, J.1    Vynckier, P.2    Teugels, J.3
  • 5
    • 0000857049 scopus 로고
    • Kernel estimates for the tail index of a distribution
    • Csörgö, S.; Deheuvels, P.; Mason, D. Kernel estimates for the tail index of a distribution. Ann. Statist. 1985, 13, 1050-1077.
    • (1985) Ann. Statist , vol.13 , pp. 1050-1077
    • Csörgö, S.1    Deheuvels, P.2    Mason, D.3
  • 8
    • 0031224028 scopus 로고    scopus 로고
    • Linear programming estimators and bootstrapping for heavy tailed phenomena
    • Feigin, P.; Resnick, S.I. Linear programming estimators and bootstrapping for heavy tailed phenomena. Adv. in Appl. Probab. 1997, 29, 759-805.
    • (1997) Adv. in Appl. Probab , vol.29 , pp. 759-805
    • Feigin, P.1    Resnick, S.I.2
  • 9
    • 84979318798 scopus 로고
    • Verschiedene topologisierungen im Raum der abgeschlossenen Mengen.
    • Flachsmeyer, J. Verschiedene topologisierungen im Raum der abgeschlossenen Mengen. Math. Nachr. 1963/1964, 26, 321-337.
    • (1963) Math. Nachr , vol.26 , pp. 321-337
    • Flachsmeyer, J.1
  • 11
    • 0000562848 scopus 로고    scopus 로고
    • The qq-estimator and heavy tails
    • Kratz, M.; Resnick, S.I. The qq-estimator and heavy tails. Stochastic Models 1996, 12, 699-724.
    • (1996) Stochastic Models , vol.12 , pp. 699-724
    • Kratz, M.1    Resnick, S.I.2
  • 12
    • 0000782528 scopus 로고
    • Laws of large numbers for sums of extreme values
    • Mason, D. Laws of large numbers for sums of extreme values. Ann. Probab. 1982, 10, 754-764.
    • (1982) Ann. Probab , vol.10 , pp. 754-764
    • Mason, D.1
  • 13
    • 0010083335 scopus 로고
    • Weak convergence of the Hill estimator process
    • Galambos, J, Lechner, J, Simiu, E, Eds, Kluwer Academic Publishers: Dordrecht, Holland
    • Mason, D.; Turova, T. Weak convergence of the Hill estimator process. In Extreme Value Theory and Applications; Galambos, J., Lechner, J., Simiu, E., Eds.; Kluwer Academic Publishers: Dordrecht, Holland, 1994; 419-432.
    • (1994) Extreme Value Theory and Applications , pp. 419-432
    • Mason, D.1    Turova, T.2
  • 19
    • 0003357833 scopus 로고
    • Regularly Varying Functions
    • Springer-Verlag: New York
    • Seneta, E. Regularly Varying Functions; Springer-Verlag: New York, 1976. Lecture Notes in Mathematics, 508.
    • (1976) Lecture Notes in Mathematics , vol.508
    • Seneta, E.1
  • 21
    • 0010879851 scopus 로고
    • Limit distributions for the terms of a variational series
    • Smirnov, N.V. Limit distributions for the terms of a variational series. Trudy Mat. Inst. Steklov. 1949, 25, 60.
    • (1949) Trudy Mat. Inst. Steklov , vol.25 , pp. 60
    • Smirnov, N.V.1
  • 22
    • 38849097473 scopus 로고    scopus 로고
    • Vervaat, W. Random upper semicontinuous functions and extremal processes. In Probability and Lattices; Vervaat, W., Holwerda, H., Eds.; CWI Tract, Math. Centrum Wisk. Inform.: Amsterdam, 1997; 110, 1-56.
    • Vervaat, W. Random upper semicontinuous functions and extremal processes. In Probability and Lattices; Vervaat, W., Holwerda, H., Eds.; CWI Tract, Math. Centrum Wisk. Inform.: Amsterdam, 1997; Vol. 110, 1-56.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.