Odhad indexu chvostů založený na neparametrických testech (cs)
Inverting the tests on the Pareto-type tail index m in the Hodges-Lehmann manner, we obtain strongly consistent estimate of m. The simulation study demonstrates surprisingly good estimation of m.
Inverting the tests on the Pareto-type tail index m in the Hodges-Lehmann manner, we obtain strongly consistent estimate of m. The simulation study demonstrates surprisingly good estimation of m. (en)