Reiss and Thomas' automatic selection of the number of extremes (Q957044): Difference between revisions

@@ Property / author @@
-M. Isabel Fraga Alves
@@ Property / author: M. Isabel Fraga Alves / rank @@
-Normal rank
@@ Property / author @@
+M. Isabel Fraga Alves
@@ Property / author: M. Isabel Fraga Alves / 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/10.1016/j.csda.2003.11.011
+Normal rank
@@ Property / OpenAlex ID @@
+W1967070567
@@ Property / OpenAlex ID: W1967070567 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail index estimation and an exponential regression model
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+Regression with response distributions of Pareto-type
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+Q4365234
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+Using a bootstrap method to choose the sample fraction in tail index estimation
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+Tail estimates motivated by extreme value theory
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+On the estimation of the extreme-value index and large quantile estimation
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+Optimal choice of sample fraction in extreme-value estimation
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+A moment estimator for the index of an extreme-value distribution
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+A bootstrap-based method to achieve optimality in estimating the extreme-value index
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+Selecting the optimal sample fraction in univariate extreme value estimation
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+How to make a Hill plot.
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+A location invariant Hill-type estimator
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+SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS
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+The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction
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+Comparison of tail index estimators
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@@ links / mardi / name / links / mardi / name @@
+Publication:957044