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

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