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

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+Tail index estimation and an exponential regression model
+Normal rank
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+Regression with response distributions of Pareto-type
+Normal rank
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+Q4365234
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+Normal rank
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+Using a bootstrap method to choose the sample fraction in tail index estimation
+Normal rank
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+Tail estimates motivated by extreme value theory
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+Normal rank
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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
+Normal rank
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+A moment estimator for the index of an extreme-value distribution
+Normal rank
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+A bootstrap-based method to achieve optimality in estimating the extreme-value index
+Normal rank
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+Selecting the optimal sample fraction in univariate extreme value estimation
+Normal rank
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+How to make a Hill plot.
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+Normal rank
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+A location invariant Hill-type estimator
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+Normal rank
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+SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS
+Normal rank
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+The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction
+Normal rank
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+Q3681644
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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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+Q4342744
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+Normal rank
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+On asymptotic normality of Hill's estimator for the exponent of regular variation
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+Q3670359
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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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+Laws of large numbers for sums of extreme values
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+Normal rank
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+Statistical inference using extreme order statistics
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+Approximate distributions of order statistics. With applications to nonparametric statistics
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+Q4345873
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+Normal rank
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+Smoothing the Hill Estimator
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+Normal rank
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+Smoothing the moment estimator of the extreme value parameter
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