Title: Generalized sum plots
Authors: Beirlant, Jan ×
Boniphace, Edwin
Dierckx, Goedele #
Issue Date: Jun-2011
Publisher: Inst nacional estatistica-ine
Series Title: REVSTAT-Statistical Journal vol:9 issue:2 pages:181-198
Abstract: Sousa and Michailidis (2004) developed the sum plot based on the Hill (1975) estimator as a diagnostic tool for selecting the optimal k when the distribution is heavy tailed. We generalize their method to any consistent estimator with any tail type (heavy, normal and light tail). We illustrate the method associated to the generalized Hill estimator and the moment estimator.
ISSN: 1645-6726
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Non-KU Leuven Association publications
Statistics Section
Faculty of Economics and Business (FEB) - miscellaneous
Research Centre for Mathematical Economics, Econometrics and Statistics, Campus Brussels (-)
× corresponding author
# (joint) last author

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