An Estimator of the Exponent of Regular Variation Based on K-Record Values (Q4228051): Difference between revisions

@@ Property / author @@
-Alexandre Berred
@@ Property / author: Alexandre Berred / rank @@
-Normal rank
@@ Property / author @@
+Alexandre Berred
@@ Property / author: Alexandre Berred / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/02331889808802656
+Normal rank
@@ Property / OpenAlex ID @@
+W1983935562
@@ Property / OpenAlex ID: W1983935562 / rank @@
+Normal rank
@@ Property / cites work @@
+On record values and the exponent of a distribution with regularly varying upper tail
+Normal rank
@@ Property / cites work @@
+\(K\)-record values and the extreme-value index
@@ Property / cites work: \(K\)-record values and the extreme-value index / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorems for sums of extreme values
@@ Property / cites work: Central limit theorems for sums of extreme values / rank @@
+Normal rank
@@ Property / cites work @@
+Kernel estimates of the tail index of a distribution
+Normal rank
@@ Property / cites work @@
+Tail estimates motivated by extreme value theory
@@ Property / cites work: Tail estimates motivated by extreme value theory / rank @@
+Normal rank
@@ Property / cites work @@
+The strong approximation of extremal processes (II)
+Normal rank
@@ Property / cites work @@
+The characterization of distributions by order statistics and record values — a unified approach
+Normal rank
@@ Property / cites work @@
+Almost sure convergence of the Hill estimator
@@ Property / cites work: Almost sure convergence of the Hill estimator / rank @@
+Normal rank
@@ Property / cites work @@
+Limit laws for \(K\)-record times
@@ Property / cites work: Limit laws for \(K\)-record times / rank @@
+Normal rank
@@ Property / cites work @@
+Q4040329
@@ Property / cites work: Q4040329 / rank @@
+Normal rank
@@ Property / cites work @@
+SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS
+Normal rank
@@ Property / cites work @@
+On asymptotic normality of Hill's estimator for the exponent of regular variation
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+The Pareto-Levy Law and the Distribution of Income
+Normal rank
@@ Property / cites work @@
+Laws of large numbers for sums of extreme values
@@ Property / cites work: Laws of large numbers for sums of extreme values / rank @@
+Normal rank
@@ Property / cites work @@
+Records
@@ Property / cites work: Records / rank @@
+Normal rank
@@ Property / cites work @@
+Q3771297
@@ Property / cites work: Q3771297 / rank @@
+Normal rank
@@ Property / cites work @@
+Uniform rates of convergence in extreme-value theory
+Normal rank
@@ Property / cites work @@
+Estimating tails of probability distributions
@@ Property / cites work: Estimating tails of probability distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theorems on order statistics
@@ Property / cites work: Limit theorems on order statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
+Normal rank