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Sándor Csörgő · Study

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Sándor Csörgő

5 works· latest 1998· 1 institutionscluster: provisional

h-index5

i105

Citations500

Works here5

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Most cited in this library

Kernel Estimates of the Tail Index of a Distribution1985 · 283 citations
Estimating the tail index1998 · 63 citations
Multivariate empirical characteristic functions1981 · 61 citations
Asymptotic Normality of Least-Squares Estimators of Tail Indices1997 · 50 citations
Empirical Laplace transform and approximation of compound distributions1990 · 43 citations

Works

5 shown

Estimating the tail index

Elsevier eBooks·1998·2 authors·chapter

63citations

Asymptotic Normality of Least-Squares Estimators of Tail Indices

Bernoulli·1997·2 authors

50citations

Empirical Laplace transform and approximation of compound distributions

Journal of Applied Probability·1990·2 authors

43citations

Kernel Estimates of the Tail Index of a Distribution

The Annals of Statistics·1985·3 authors·Open access

283citations

Multivariate empirical characteristic functions

Probability Theory and Related Fields·1981·1 author·Open access

61citations