Partially smooth tail-index estimation for small samples (Q2513368): Difference between revisions

@@ Property / author @@
-Samuel Müller
@@ Property / author: Samuel Müller / rank @@
-Normal rank
@@ Property / author @@
+Samuel Müller
@@ Property / author: Samuel Müller / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+KernSmooth
@@ Property / describes a project that uses: KernSmooth / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+monoProc
@@ Property / describes a project that uses: monoProc / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+LMOMENTS
@@ Property / describes a project that uses: LMOMENTS / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00180-010-0221-5
+Normal rank
@@ Property / OpenAlex ID @@
+W2012216849
@@ Property / OpenAlex ID: W2012216849 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistics of Extremes
@@ Property / cites work: Statistics of Extremes / rank @@
+Normal rank
@@ Property / cites work @@
+Shape constrained kernel density estimation
@@ Property / cites work: Shape constrained kernel density estimation / rank @@
+Normal rank
@@ Property / cites work @@
+A note on estimating a smooth monotone regression by combining kernel and density estimates
+Normal rank
@@ Property / cites work @@
+Kernel estimates of the tail index of a distribution
+Normal rank
@@ Property / cites work @@
+A simple nonparametric estimator of a strictly monotone regression function
+Normal rank
@@ Property / cites work @@
+Probability weighted moments properties for small samples
+Normal rank
@@ Property / cites work @@
+Sur la distribution limite du terme maximum d'une série aléatoire
+Normal rank
@@ Property / cites work @@
+Q3242523
@@ Property / cites work: Q3242523 / rank @@
+Normal rank
@@ Property / cites work @@
+Kernel-type estimators for the extreme value index
+Normal rank
@@ Property / cites work @@
+Parameter and Quantile Estimation for the Generalized Pareto Distribution
+Normal rank
@@ Property / cites work @@
+Q3482696
@@ Property / cites work: Q3482696 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4955637
@@ Property / cites work: Q4955637 / rank @@
+Normal rank
@@ Property / cites work @@
+On the max-domain of attraction of distributions with log-concave densities
+Normal rank
@@ Property / cites work @@
+Smooth tail-index estimation
@@ Property / cites work: Smooth tail-index estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical inference using extreme order statistics
+Normal rank
@@ Property / cites work @@
+Q5421906
@@ Property / cites work: Q5421906 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Pickands estimators for the extreme value index
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation in a class of nonregular cases
+Normal rank