{"entities":{"Q1294786":{"pageid":1305536,"ns":120,"title":"Item:Q1294786","lastrevid":43008887,"modified":"2025-07-16T20:34:17Z","type":"item","id":"Q1294786","labels":{"en":{"language":"en","value":"Smoothing the moment estimator of the extreme value parameter"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1324027"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1294786$6D6C1F36-4EC1-4CDE-BF13-0D6F2F419A3B","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"e6b58f21aa8adc68b3d99ff2c1d08a3c809d5b68","datavalue":{"value":{"text":"Smoothing the moment estimator of the extreme value parameter","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1294786$4193C011-EDA0-4FDD-BDB2-C280958D9298","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"5252f8d042771b6806b8e356cd1645a884deb379","datavalue":{"value":"0921.62028","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1294786$597CF37F-1D6A-4EA3-9D4E-B4D83AAB9185","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"4acf9e3daf8a30784e7b56613851bbcd86d4de4e","datavalue":{"value":"10.1023/A:1009925716617","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1294786$A114D347-EDE8-41D5-A2EF-1D4B03A331DF","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"3457d527fbd008ac37f005859711d0ee1c380205","datavalue":{"value":{"entity-type":"item","numeric-id":1294785,"id":"Q1294785"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1294786$181B7149-9E57-4D8D-8BF7-DC4C9F5F7B9C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"ff37b5b06485457555cc4be7c978ff579195ee0e","datavalue":{"value":{"entity-type":"item","numeric-id":462810,"id":"Q462810"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1294786$AED6C618-B701-4796-A4C6-CA7A06B2B97C","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"88739480b1b569c4cc5fa77f7c8c776869d34476","datavalue":{"value":{"entity-type":"item","numeric-id":73763,"id":"Q73763"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1294786$61E23975-458E-45EA-805B-9A9A9B8311A3","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"f52449c8ad87ab096e17c5560c164394769b4b46","datavalue":{"value":{"time":"+1999-08-12T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1294786$4266CCFB-DFBA-4420-88C4-ECA68120112C","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"9cf827297dd9fe847804891745e22aad78ae903c","datavalue":{"value":"Let \\(\\{X_n\\}\\) be a sequence of independent random variables whose common distribution function \\(F(X)\\) belongs to the domain of attraction of an extreme value distribution \\(G(x)=\\exp\\{-(1+\\gamma x)^{-1/\\gamma}\\}\\), \\(\\gamma \\in R^1\\). This paper focused on the moment estimator \\(\\gamma_{k,n}\\) for an extreme value parameter \\(\\gamma\\) based on \\(K\\) upper order statistics, proposed by \\textit{A.L.M. Dekkers, J.H.J. Einmahl} and \\textit{L. de Haan} [Ann. Stat. 17, No. 4, 1833-1855 (1989; Zbl 0701.62029]. The smoothed modification  \\[ av\\gamma_{k,n}=(1/k(1-s))\\sum_{p=[ks]+1}^k \\gamma_{p,n}, \\]  where \\(s\\in [0,1]\\), \\([x]\\) entire of \\(x\\), is obtained through an average technique. The new estimator is based on the tail of empirical processes and this fact is utilized in investigation of its asymptotic properties. Also, \\(av\\gamma_{k,n}\\) offers some advantages in practice; for instance, it yields a less volatile function of \\(k\\) and, thus, simplifies the choice of \\(k\\). A graphical comparison of the performance of both estimators indicates that the moment estimator is superior for \\(\\gamma>0\\) and inferior for \\(\\gamma<0\\). An example of application of smoothed estimation for a real data set from hydrology is presented.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1294786$5161DD7F-8848-43B1-82DE-1BE69ED58502","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"75e7eccefc17ce742c2b1ddc700b3ca228980abd","datavalue":{"value":"62F12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1294786$6FCEDA71-EF5E-4CFE-9CD8-012202F77B06","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"2eefbc1f50e1f7a468c6eb4dcce17dd2525691c5","datavalue":{"value":"62G30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1294786$CA9EA207-3E2A-4878-B2DA-9F930DC21585","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"fe515d7498949de98baa786cc4113a31cd387a74","datavalue":{"value":"60G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1294786$18D36EF5-1778-46A4-ABFF-6AD2F2F94533","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e91f303795c91a4b05320ceb841642d986dc5c77","datavalue":{"value":"62F10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1294786$1797D8A5-536E-436B-9F20-9A89CC0C33FE","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b44c099d9d23dd2fba411c51c2ed069145d84235","datavalue":{"value":"1324027","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1294786$FF408677-0C9A-47A6-BCAF-3A86E6664D7D","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0065b9ae9a8a8b6316399600d8e5ef6b6375b1af","datavalue":{"value":"extreme value distributions","type":"string"},"datatype":"string"},"type":"statement","id":"Q1294786$63F8E333-7819-463A-8493-1B4F3D5C89C5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8313c72e045b4819d5d2da550ec6819fb7414b45","datavalue":{"value":"domain of attraction","type":"string"},"datatype":"string"},"type":"statement","id":"Q1294786$54EA106E-B1B5-4E48-9BF9-307069E27FDC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f1513c8302c9bc892f6418d5bec10681436e6d8e","datavalue":{"value":"extreme value parameters","type":"string"},"datatype":"string"},"type":"statement","id":"Q1294786$44AB2043-90DF-449F-B4A4-D2309E8D429A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"545907013170ef10c0417da2b810a0bc27e58116","datavalue":{"value":"moment estimators","type":"string"},"datatype":"string"},"type":"statement","id":"Q1294786$DED17D70-136C-4BE8-997B-27371B5DC271","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d57fbbdc9989844d29e974040d285ab97e6c53eb","datavalue":{"value":"smoothed estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q1294786$41925CC1-E213-4101-A044-D3A4D4E15535","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a1eaaa34a0d91a5812b64bdb8f820efc298bff77","datavalue":{"value":"tail of empirical processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q1294786$25FBD0E5-C9BC-4054-836C-E69AEE36514B","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1294786$A2DDA2CE-5E6D-41BA-B91E-0693CD447874","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"eedeb6cd046700154b4342ec5374ca57fc09433f","datavalue":{"value":"https://doi.org/10.1023/a:1009925716617","type":"string"},"datatype":"url"},"type":"statement","id":"Q1294786$1955420A-CEB9-420B-80A4-0E0DEC31ECFD","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"1047528a17b646e0e4994b9427bb3ec32abeb984","datavalue":{"value":"W2158695583","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1294786$651EE94F-AF9D-46E6-8AC5-34CC7A505C13","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1b8b2d1c094daad3ffdce993035c063b258eaaf3","datavalue":{"value":{"entity-type":"item","numeric-id":5325306,"id":"Q5325306"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8e107fb6397b2192f5066473d81ae9df78d19af8","datavalue":{"value":{"amount":"+0.8281576","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1294786$FB6726B2-F6FD-4C1F-98F8-1C1205417CE2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ac677af14f04a6be944e2ea3e7f3099d1692ba64","datavalue":{"value":{"entity-type":"item","numeric-id":5943416,"id":"Q5943416"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"df38272e8ced1479f7e37d06fc8d241f46ba3b72","datavalue":{"value":{"amount":"+0.7699481","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1294786$4476A281-CF7A-4089-BCD9-0C6702BD4E62","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"72cbc8caece85b5fcd2c7866860c823bdae7dfaa","datavalue":{"value":{"entity-type":"item","numeric-id":4852313,"id":"Q4852313"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1502616da2f0960ded281c8138fa12915396bd3a","datavalue":{"value":{"amount":"+0.7636055","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1294786$C37860A4-0409-418F-BB01-76C64593A455","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"df637cd727cc392a406143f086d8291789f3c04e","datavalue":{"value":{"entity-type":"item","numeric-id":3842757,"id":"Q3842757"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9de2790240d378cd09e65554b754f10982de6133","datavalue":{"value":{"amount":"+0.75816315","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1294786$35ECC4FD-4737-4576-8A72-6F0027A4ACC2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"01debc4fe1b9fa21aec4378dbcda389933f46d0e","datavalue":{"value":{"entity-type":"item","numeric-id":4427848,"id":"Q4427848"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a8fc2a9e3e1fbdae9b132eaeb51b2583fcd25df0","datavalue":{"value":{"amount":"+0.75490355","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1294786$80692063-88CA-4760-A295-5F8840398721","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b32753188d875c5b2ecda2907222fa258fe5a1be","datavalue":{"value":{"entity-type":"item","numeric-id":5478347,"id":"Q5478347"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"46843b8cffb188262c2d95be52b41d834a96fe2a","datavalue":{"value":{"amount":"+0.75203943","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1294786$73CB51B1-8EA3-4ED2-9C1E-7A5ABA44638F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ff659e92c63e452077f181c15a5ac048cc489af1","datavalue":{"value":{"entity-type":"item","numeric-id":1424689,"id":"Q1424689"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cb34226a66b46bece6ebf5d036592ca4d639e265","datavalue":{"value":{"amount":"+0.74862164","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1294786$76B5224A-EA74-4E5A-A0CC-F48A58578DBC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"83e29317691419471817c2b0dd44dc3ebe831627","datavalue":{"value":{"entity-type":"item","numeric-id":1321980,"id":"Q1321980"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a17aed89743dd0cc129ccac0f6bc11991328a66b","datavalue":{"value":{"amount":"+0.7474311","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1294786$009F7EAB-CC27-4AD3-AE9D-21E66581975F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"374c6889378f24eb85d09139a4cd5eee2dcea1d0","datavalue":{"value":{"entity-type":"item","numeric-id":1003317,"id":"Q1003317"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b29b1b26956a63555d181af52080fae99b0b0dc6","datavalue":{"value":{"amount":"+0.74715966","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1294786$A1AEE0CF-2DE6-4588-9994-1D91C0555359","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1294786","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1294786"}}}}}