Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study (Q3015856): Difference between revisions

@@ Property / describes a project that uses @@
+QRM
@@ Property / describes a project that uses: QRM / 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/10.1080/03610918.2010.543297
+Normal rank
@@ Property / OpenAlex ID @@
+W1981766096
@@ Property / OpenAlex ID: W1981766096 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistics of Extremes
@@ Property / cites work: Statistics of Extremes / rank @@
+Normal rank
@@ Property / cites work @@
+Improved reduced-bias tail index and quantile estimators
+Normal rank
@@ Property / cites work @@
+A new class of estimators of a ``scale'' second order parameter
+Normal rank
@@ Property / cites work @@
+Reduced-Bias Tail Index Estimators Under a Third-Order Framework
+Normal rank
@@ Property / cites work @@
+Semi-parametric estimation for heavy tailed distributions
+Normal rank
@@ Property / cites work @@
+Comparison of tail index estimators
@@ Property / cites work: Comparison of tail index estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Extreme quantile estimation for dependent data, with applications to finance
+Normal rank
@@ Property / cites work @@
+Kernel estimators for the second order parameter in extreme value statistics
+Normal rank
@@ Property / cites work @@
+``Asymptotically unbiased'' estimators of the tail index based on external estimation of the second order parameter
+Normal rank
@@ Property / cites work @@
+The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction
+Normal rank
@@ Property / cites work @@
+A simple second-order reduced bias’ tail index estimator
+Normal rank
@@ Property / cites work @@
+Asymptotically best linear unbiased tail estimators under a second-order regular variation condition
+Normal rank
@@ Property / cites work @@
+PORT Hill and Moment Estimators for Heavy-Tailed Models
+Normal rank
@@ Property / cites work @@
+Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+A Skew Extension of the <i>T</i>-Distribution, with Applications
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+On univariate extreme value statistics and the estimation of reinsurance premiums
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3015856