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Amenah Al-Najafi: Estimation of Tail Indices of Heavy-Tailed Distributions with Application (Internal defence of PhD thesis)

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Wednesday, 24. February 2021, 15:00 - 17:00
Abstract: In the theoretical part, we propose a class of weighted least squares estimators (WLS) for the tail index for different models. Through a simulation study, these estimators are compared in the Hill, Pikandes, DEdH, and Holan estimators using the mean squared error as a criterion. In application part, we explore various different models to study the spread of COVID-19 in Iraq and Egypt.
Supervisors: Dr. Péter Kevei and Dr. László Viharos
Location : TBA


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