A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.csda.2014.08.017 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2015195695 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5429809 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2925453 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2921611 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail index estimation and an exponential regression model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of the extreme-value index and generalized quantile plots / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistics of Extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Excess functions and estimation of the extreme-value index / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4726487 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple generalisation of the Hill estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: The MOP EVI-Estimator Revisited / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new class of estimators of a ``scale'' second order parameter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5303070 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Semi-parametric Estimator of a Shape Second-Order Parameter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reduced-Bias Tail Index Estimators Under a Third-Order Framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3434069 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bias correction in extreme value statistics with index around zero / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-parametric estimation for heavy tailed distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Kernel estimates of the tail index of a distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3681644 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5485944 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparison of tail index estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: A moment estimator for the index of an extreme-value distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5255147 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On maximum likelihood estimation of the extreme value index. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating a tail exponent by modelling departure from a Pareto distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new class of semi-parametric estimators of the second order parameter. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixed moment estimator and location invariant alternatives / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3762535 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sur la distribution limite du terme maximum d'une série aléatoire / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5303075 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Kernel estimators for the second order parameter in extreme value statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour / rank
 
Normal rank
Property / cites work
 
Property / cites work: ``Asymptotically unbiased'' estimators of the tail index based on external estimation of the second order parameter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Alternatives to a semi-parametric estimator of parameters of rare events -- the jackknife methodology / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5429823 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling / rank
 
Normal rank
Property / cites work
 
Property / cites work: The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Sturdy Reduced-Bias Extreme Quantile (<i>VaR</i>) Estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Kernel-type estimators for the extreme value index / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3670359 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive estimates of parameters of regular variation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple general approach to inference about the tail of a distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Review of testing issues in extremes: in honor of Professor Laurens de Haan / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5303077 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotically unbiased estimators for the extreme-value index / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical inference using extreme order statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5421906 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2921614 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Revision as of 11:25, 17 July 2024

scientific article
Language Label Description Also known as
English
A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators
scientific article

    Statements

    A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    23 November 2018
    0 references
    bias estimation
    0 references
    heavy right-tails
    0 references
    heuristic methods
    0 references
    optimal levels
    0 references
    semiparametric estimation
    0 references
    statistics of extremes
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers