| dc.contributor.advisor |
Mladenović, Pavle |
|
| dc.contributor.author |
Ilić, D. Ivana |
|
| dc.date.accessioned |
2013-02-28T09:21:18Z |
|
| dc.date.available |
2013-02-28T09:21:18Z |
|
| dc.date.issued |
2013 |
|
| dc.identifier.uri |
http://hdl.handle.net/123456789/2485 |
|
| dc.description.abstract |
For the sequence of heavy-tailed and possibly dependent random variables with the
missing observations the estimation of the tail-index is considered. Under minimal but
verifiable assumption of ''extremal dependence'' we proved the consistency of
geometric-type estimator (Brito and Freitas, 2003). We extended results from
Mladenovic and Piterbarg (2008) and proved the consistency and the asymptotic
normality of the Hill estimator. Illustrative examples are provided. |
en_US |
| dc.description.provenance |
Submitted by Slavisha Milisavljevic (slavisha) on 2013-02-28T09:21:18Z
No. of bitstreams: 1
Elektronska verzija.pdf: 3250408 bytes, checksum: 512a1104cc462a3aaa66c837feef6ade (MD5) |
en |
| dc.description.provenance |
Made available in DSpace on 2013-02-28T09:21:18Z (GMT). No. of bitstreams: 1
Elektronska verzija.pdf: 3250408 bytes, checksum: 512a1104cc462a3aaa66c837feef6ade (MD5)
Previous issue date: 2013 |
en |
| dc.language.iso |
sr |
en_US |
| dc.publisher |
Belgrade |
en_US |
| dc.title |
OCENJIVANJE INDEKSA REPA RASPODELE KORIŠĆENJEM NEKOMPLETNIH UZORAKA |
en_US |
| mf.subject.area |
Mathematics |
en_US |
| mf.subject.keywords |
Hill estimator, incomplete samples, tail index, geometric-type estimator, extremal |
en_US |
| mf.subject.subarea |
Probability and Statistics |
en_US |
| mf.contributor.committee |
Janković, Slobodanka |
|
| mf.contributor.committee |
Petrović, Ljiljana |
|
| mf.university.faculty |
Mathematical |
en_US |
| mf.document.references |
93 |
en_US |
| mf.document.pages |
81 |
en_US |
| mf.document.location |
Belgrade |
en_US |
| mf.document.genealogy-project |
No |
en_US |
| mf.university |
Belgrade |
en_US |