A note on the bootstrap method for testing the existence of finite moments
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- Fedotenkov, Igor, 2015. "A note on the bootstrap method for testing the existence of finite moments," MPRA Paper 66033, University Library of Munich, Germany.
References listed on IDEAS
- Einmahl, J. H.J. & Dekkers, A. L.M. & de Haan, L., 1989. "A moment estimator for the index of an extreme-value distribution," Other publications TiSEM 81970cb3-5b7a-4cad-9bf6-2, Tilburg University, School of Economics and Management.
- Igor Fedotenkov, 2013. "A bootstrap method to test for the existence of finite moments," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 25(2), pages 315-322, June.
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- repec:taf:gnstxx:v:30:y:2018:i:1:p:28-48 is not listed on IDEAS
More about this item
KeywordsBootstrap; finite moments; heavy tails; tail index estimator; test;
- C00 - Mathematical and Quantitative Methods - - General - - - General
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
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