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- W2032078650 abstract "In this paper, we consider the minimum density power divergence estimator for the tail index of heavy tailed distributions in strong mixing processes. It is shown that the estimator is consistent and asymptotically normal under regularity conditions. The simulation results demonstrate that the estimator is robust in the presence of outliers." @default.
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- W2032078650 date "2008-11-01" @default.
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- W2032078650 title "Estimation of a tail index based on minimum density power divergence" @default.
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- W2032078650 doi "https://doi.org/10.1016/j.jmva.2008.02.031" @default.
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