A class of asymptotically unbiased semi-parametric estimators of the tail index. (Q1872866): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Tail index estimation and an exponential regression model
+Normal rank
@@ Property / cites work @@
+Selecting the optimal sample fraction in univariate extreme value estimation
+Normal rank
@@ Property / cites work @@
+Estimating a tail exponent by modelling departure from a Pareto distribution
+Normal rank
@@ Property / cites work @@
+Q3762535
@@ Property / cites work: Q3762535 / rank @@
+Normal rank
@@ Property / cites work @@
+Sur la distribution limite du terme maximum d'une série aléatoire
+Normal rank
@@ Property / cites work @@
+Approximation by penultimate extreme value distributions
+Normal rank
@@ Property / cites work @@
+Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour
+Normal rank
@@ Property / cites work @@
+Alternatives to a semi-parametric estimator of parameters of rare events -- the jackknife methodology
+Normal rank
@@ Property / cites work @@
+The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction
+Normal rank
@@ Property / cites work @@
+Q5633348
@@ Property / cites work: Q5633348 / rank @@
+Normal rank
@@ Property / cites work @@
+Comparison of tail index estimators
@@ Property / cites work: Comparison of tail index estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive estimates of parameters of regular variation
+Normal rank
@@ Property / cites work @@
+Q3723487
@@ Property / cites work: Q3723487 / rank @@
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotically unbiased estimators for the extreme-value index
+Normal rank