Regression estimator for the tail index (Q777861): Difference between revisions

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-.1007/s42519-020-00114-7
@@ Property / DOI: 10.1007/s42519-020-00114-7 / rank @@
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+.04815
@@ Property / arXiv ID: 1708.04815 / rank @@
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+Residual life time at great age
@@ Property / cites work: Residual life time at great age / rank @@
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+Excess functions and estimation of the extreme-value index
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+Some asymptotic theory for the bootstrap
@@ Property / cites work: Some asymptotic theory for the bootstrap / rank @@
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+Q3534831
@@ Property / cites work: Q3534831 / rank @@
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+Q4352611
@@ Property / cites work: Q4352611 / rank @@
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+Using a bootstrap method to choose the sample fraction in tail index estimation
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+Tail estimates motivated by extreme value theory
@@ Property / cites work: Tail estimates motivated by extreme value theory / rank @@
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+Q3486670
@@ Property / cites work: Q3486670 / rank @@
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+Q5485944
@@ Property / cites work: Q5485944 / rank @@
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+Optimal choice of sample fraction in extreme-value estimation
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+Modeling extreme values by the residual coefficient of variation
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+A general class of estimators of the extreme value index
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+Selecting the optimal sample fraction in univariate extreme value estimation
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+Bootstrap methods: another look at the jackknife
@@ Property / cites work: Bootstrap methods: another look at the jackknife / rank @@
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+Q4343010
@@ Property / cites work: Q4343010 / rank @@
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+The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction
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+A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator
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+Q3670359
@@ Property / cites work: Q3670359 / rank @@
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+Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
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@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
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@@ Property / cites work @@
+On a basis for ''peaks over threshold'' modeling
@@ Property / cites work: On a basis for ''peaks over threshold'' modeling / rank @@
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+Laws of large numbers for sums of extreme values
@@ Property / cites work: Laws of large numbers for sums of extreme values / rank @@
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+Statistical inference using extreme order statistics
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@@ Property / cites work @@
+Bootstrap and empirical likelihood methods in extremes
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+Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
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@@ Property / DOI @@
+.1007/S42519-020-00114-7
@@ Property / DOI: 10.1007/S42519-020-00114-7 / rank @@
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