Location invariant Weiss-Hill estimator (Q906649): Difference between revisions

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+Q5429809
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+Excess functions and estimation of the extreme-value index
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+Q3434069
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+Normal rank
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+Q5485944
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+Comparison of tail index estimators
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+On the estimation of the extreme-value index and large quantile estimation
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+A moment estimator for the index of an extreme-value distribution
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+A bootstrap-based method to achieve optimality in estimating the extreme-value index
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+Some Best Parameter Estimates for Distributions with Finite Endpoint
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+A location invariant Hill-type estimator
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+Weiss-Hill estimator
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+Mixed moment estimator and location invariant alternatives
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+Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold
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+``Asymptotically unbiased'' estimators of the tail index based on external estimation of the second order parameter
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+Bias reduction and explicit semi-parametric estimation of the tail index
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+A Sturdy Reduced-Bias Extreme Quantile (<i>VaR</i>) Estimator
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+Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
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+PORT Hill and Moment Estimators for Heavy-Tailed Models
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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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+Asymptotic normality of location invariant heavy tail index estimator
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+Iterative estimation of the extreme value index
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+Q4391935
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+Asymptotically unbiased estimators for the extreme-value index
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+A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX
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+Confidence regions for high quantiles of a heavy tailed distribution
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+Statistical inference using extreme order statistics
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+On the tail index of a heavy tailed distribution
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+Generalized Pickands estimators for the extreme value index
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+Asymptotic inference about a density function at an end of its range
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