Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour (Q5931393): Difference between revisions

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+Using a bootstrap method to choose the sample fraction in tail index estimation
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+A moment estimator for the index of an extreme-value distribution
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+Optimal choice of sample fraction in extreme-value estimation
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+A bootstrap-based method to achieve optimality in estimating the extreme-value index
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+Q4040329
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+Q3762535
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+Sur la distribution limite du terme maximum d'une série aléatoire
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+Q5633348
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+Comparison of tail index estimators
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+Q4342744
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+Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
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+A simple general approach to inference about the tail of a distribution
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+Q3833345
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+Some results on the behaviour of hill's estimator
@@ Property / cites work: Some results on the behaviour of hill's estimator / rank @@
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+Publication:5931393