Ridge regression estimators for the extreme value index (Q2311597): Difference between revisions

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+https://doi.org/10.1007/s10687-018-0338-4
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+W2896670794
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+Tail index estimation and an exponential regression model
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+On exponential representations of log-spacings of extreme order statistics
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+Statistics of Extremes
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+Estimation of the extreme-value index and generalized quantile plots
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+Q5205512
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+Q3434069
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+A moment estimator for the index of an extreme-value distribution
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+Estimating a tail exponent by modelling departure from a Pareto distribution
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+``Asymptotically unbiased'' estimators of the tail index based on external estimation of the second order parameter
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+A Diagnostic for Selecting the Threshold in Extreme Value Analysis
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+Q3670359
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+The elements of statistical learning. Data mining, inference, and prediction
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+A simple general approach to inference about the tail of a distribution
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+Parameter and Quantile Estimation for the Generalized Pareto Distribution
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+Ridge Regression: Biased Estimation for Nonorthogonal Problems
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+Estimating tails of probability distributions
@@ Property / cites work: Estimating tails of probability distributions / rank @@
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+Q129116434
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