Several modifications of DPR estimator of the tail index (Q392751): Difference between revisions

@@ Property / DOI @@
-.1007/s10986-011-9106-8
@@ Property / DOI: 10.1007/s10986-011-9106-8 / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G32
@@ Property / Mathematics Subject Classification ID: 62G32 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 60F05 / rank @@
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@@ Property / zbMATH DE Number @@
+6245637
@@ Property / zbMATH DE Number: 6245637 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic normality
@@ Property / zbMATH Keywords: asymptotic normality / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+DPR estimator
@@ Property / zbMATH Keywords: DPR estimator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Hill estimator
@@ Property / zbMATH Keywords: Hill estimator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Pickands estimator
@@ Property / zbMATH Keywords: Pickands estimator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+mean-squared error
@@ Property / zbMATH Keywords: mean-squared error / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+tail index
@@ Property / zbMATH Keywords: tail index / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10986-011-9106-8
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@@ Property / OpenAlex ID @@
+W2032873767
@@ Property / OpenAlex ID: W2032873767 / rank @@
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@@ Property / cites work @@
+On the estimation of the parameters of multivariate stable distributions
+Normal rank
@@ Property / cites work @@
+More on \(p\)-stable convex sets in Banach spaces
@@ Property / cites work: More on \(p\)-stable convex sets in Banach spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal choice of sample fraction in extreme-value estimation
+Normal rank
@@ Property / cites work @@
+A moment estimator for the index of an extreme-value distribution
+Normal rank
@@ Property / cites work @@
+Comparison of tail index estimators
@@ Property / cites work: Comparison of tail index estimators / rank @@
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@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+Convergence to a stable distribution via order statistics
+Normal rank
@@ Property / cites work @@
+A new estimator for a tail index
@@ Property / cites work: A new estimator for a tail index / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical inference using extreme order statistics
+Normal rank
@@ Property / cites work @@
+On the tail index of a heavy tailed distribution
@@ Property / cites work: On the tail index of a heavy tailed distribution / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S10986-011-9106-8
@@ Property / DOI: 10.1007/S10986-011-9106-8 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:392751