Semi-parametric estimation for heavy tailed distributions (Q650683): Difference between revisions

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+https://doi.org/10.1007/s10687-009-0086-6
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+W2008644389
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@@ Property / cites work @@
+Excess functions and estimation of the extreme-value index
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@@ Property / cites work @@
+On exponential representations of log-spacings of extreme order statistics
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+Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation
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+Kernel estimates of the tail index of a distribution
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+Q5485944
@@ Property / cites work: Q5485944 / rank @@
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+Optimal choice of sample fraction in extreme-value estimation
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+A bootstrap-based method to achieve optimality in estimating the extreme-value index
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+On Smooth Statistical Tail Functionals
@@ Property / cites work: On Smooth Statistical Tail Functionals / rank @@
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+Selecting the optimal sample fraction in univariate extreme value estimation
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+A new extreme quantile estimator for heavy-tailed distributions
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+A new class of semi-parametric estimators of the second order parameter.
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+Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour
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+Semi-parametric estimation of the second order parameter in statistics of extremes
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+Reduced‐bias tail index estimation and the jackknife methodology
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+Q3670359
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+Adaptive estimates of parameters of regular variation
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+A simple general approach to inference about the tail of a distribution
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+Weighted least squares estimation of the extreme value index
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+The qq-estimator and heavy tails
@@ Property / cites work: The qq-estimator and heavy tails / rank @@
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+Q4356403
@@ Property / cites work: Q4356403 / rank @@
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+Residual estimators
@@ Property / cites work: Residual estimators / rank @@
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+Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
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