Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation (Q2156000): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s42519-022-00264-w
+Normal rank
@@ Property / OpenAlex ID @@
+W4289813725
@@ Property / OpenAlex ID: W4289813725 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Sur la distribution limite du terme maximum d'une série aléatoire
+Normal rank
@@ Property / cites work @@
+Q3681644
@@ Property / cites work: Q3681644 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3762535
@@ Property / cites work: Q3762535 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive estimates of parameters of regular variation
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+A simple generalisation of the Hill estimator
@@ Property / cites work: A simple generalisation of the Hill estimator / rank @@
+Normal rank
@@ Property / cites work @@
+On an improvement of Hill and some other estimators
+Normal rank
@@ Property / cites work @@
+The harmonic moment tail index estimator: asymptotic distribution and robustness
+Normal rank
@@ Property / cites work @@
+Q3295357
@@ Property / cites work: Q3295357 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework
+Normal rank
@@ Property / cites work @@
+Comparison of tail index estimators
@@ Property / cites work: Comparison of tail index estimators / rank @@
+Normal rank
@@ Property / cites work @@
+The MOP EVI-Estimator Revisited
@@ Property / cites work: The MOP EVI-Estimator Revisited / rank @@
+Normal rank
@@ Property / cites work @@
+Q3670359
@@ Property / cites work: Q3670359 / rank @@
+Normal rank
@@ Property / cites work @@
+A new class of semi-parametric estimators of the second order parameter.
+Normal rank
@@ Property / cites work @@
+``Asymptotically unbiased'' estimators of the tail index based on external estimation of the second order parameter
+Normal rank
@@ Property / cites work @@
+Q5421906
@@ Property / cites work: Q5421906 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2921611
@@ Property / cites work: Q2921611 / rank @@
+Normal rank
@@ Property / cites work @@
+Extreme Value Theory and Statistics of Univariate Extremes: A Review
+Normal rank
@@ Property / cites work @@
+Competitive estimation of the extreme value index
@@ Property / cites work: Competitive estimation of the extreme value index / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-parametric tail inference through probability-weighted moments
+Normal rank
@@ Property / cites work @@
+Semi-parametric probability-weighted moments estimation revisited
+Normal rank
@@ Property / cites work @@
+A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators
+Normal rank
@@ Property / cites work @@
+New Reduced-bias Estimators of a Positive Extreme Value Index
+Normal rank
@@ Property / cites work @@
+Q3434069
@@ Property / cites work: Q3434069 / rank @@
+Normal rank
@@ Property / cites work @@
+The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction
+Normal rank
@@ Property / cites work @@
+Q5429809
@@ Property / cites work: Q5429809 / rank @@
+Normal rank
@@ Property / cites work @@
+PORT Hill and Moment Estimators for Heavy-Tailed Models
+Normal rank
@@ Property / cites work @@
+A location-invariant probability weighted moment estimation of the Extreme Value Index
+Normal rank
@@ Property / cites work @@
+Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms
+Normal rank
@@ Property / cites work @@
+Q5829358
@@ Property / cites work: Q5829358 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3673748
@@ Property / cites work: Q3673748 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Chance and Stability
@@ Property / cites work: Chance and Stability / rank @@
+Normal rank
@@ Property / cites work @@
+Q3671491
@@ Property / cites work: Q3671491 / rank @@
+Normal rank
@@ Property / cites work @@
+On Smooth Statistical Tail Functionals
@@ Property / cites work: On Smooth Statistical Tail Functionals / rank @@
+Normal rank
@@ Property / cites work @@
+Q5485944
@@ Property / cites work: Q5485944 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5357866
@@ Property / cites work: Q5357866 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2156000