OPTIMAL SEMIPARAMETRIC INFERENCE FOR THE TAIL INDEX BASED ON RATIOS OF THE LARGEST EXTREMES (Q2810364): Difference between revisions

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+Residual life time at great age
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+Tail index estimation and an exponential regression model
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+Stochastic Limit Theory
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+On maximum likelihood estimation of the extreme value index.
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+Estimating a tail exponent by modelling departure from a Pareto distribution
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+Sur la distribution limite du terme maximum d'une série aléatoire
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+Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator
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+A simple general approach to inference about the tail of a distribution
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+A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX
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+Statistical inference using extreme order statistics
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+Estimating tails of probability distributions
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+Box–Cox transformations and heavy-tailed distributions
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