Concepedia

Marijus Vaičiulis

MV

5

Publications

124

Citations

5

H-Index

2007

Active since

Affiliations

Vilnius University(Current)

Marijus Vaičiulis is an author at Vilnius University specializing in statistics, statistical inference, and econometrics.

Top concepts

StatisticsEngineeringEconometricsEconomic AnalysisEstimation TheoryStatistical InferenceFinanceBusinessEconomicsExtreme Value Theory

Publications per year

2007–2015

5

Publications

5

On an improvement of Hill and some other estimators

Vygantas Paulauskas, Marijus Vaičiulis · Lithuanian Mathematical Journal · 2013 · 40 citations

Parameter Estimation, Engineering, Estimation Statistic +6

The increment ratio statistic

Gilles Teyssière, Marijus Vaičiulis · Journal of Multivariate Analysis · 2007 · 31 citations

Increment Ratio Statistic, Statistics, Statistical Foundation +1

A class of new tail index estimators

Vygantas Paulauskas, Marijus Vaičiulis · Annals of the Institute of Statistical Mathematics · 2015 · 28 citations

Engineering, Estimation Statistic, Economic Analysis +5

Several modifications of DPR estimator of the tail index

Vygantas Paulauskas, Marijus Vaičiulis · Lithuanian Mathematical Journal · 2011 · 13 citations

Engineering, Estimation Statistic, Economic Analysis +6

Once more on comparison of tail index estimators

Vygantas Paulauskas, Marijus Vaičiulis · arXiv (Cornell University) · 2011 · 12 citations · Full text

Index System, Engineering, Rare Event Estimation +17

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