Asymptotic properties of generalized DPR statistic (Q392996): Difference between revisions

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+https://doi.org/10.1007/s10986-012-9158-4
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+W2001802275
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+A class of asymptotically unbiased semi-parametric estimators of the tail index.
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+On the estimation of the parameters of multivariate stable distributions
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+More on \(p\)-stable convex sets in Banach spaces
@@ Property / cites work: More on \(p\)-stable convex sets in Banach spaces / rank @@
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+Comparison of tail index estimators
@@ Property / cites work: Comparison of tail index estimators / rank @@
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+A moment estimator for the index of an extreme-value distribution
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+Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
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+A simple general approach to inference about the tail of a distribution
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+A class of unbiased location invariant Hill-type estimators for heavy tailed distributions
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+A new estimator for a tail index
@@ Property / cites work: A new estimator for a tail index / rank @@
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+Several modifications of DPR estimator of the tail index
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+Statistical inference using extreme order statistics
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+On the tail index of a heavy tailed distribution
@@ Property / cites work: On the tail index of a heavy tailed distribution / rank @@
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+Publication:392996