A class of unbiased location invariant Hill-type estimators for heavy tailed distributions (Q1951775): Difference between revisions

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+Zuo Xiang Peng
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+Saralees Nadarajah
@@ Property / author: Saralees Nadarajah / rank @@
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+MaRDI publication profile
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+.3869
@@ Property / arXiv ID: 0809.3869 / rank @@
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@@ Property / cites work @@
+On exponential representations of log-spacings of extreme order statistics
+Normal rank
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+A class of asymptotically unbiased semi-parametric estimators of the tail index.
+Normal rank
@@ Property / cites work @@
+Q5485944
@@ Property / cites work: Q5485944 / rank @@
+Normal rank
@@ Property / cites work @@
+A moment estimator for the index of an extreme-value distribution
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@@ Property / cites work @@
+A location invariant Hill-type estimator
@@ Property / cites work: A location invariant Hill-type estimator / rank @@
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@@ Property / cites work @@
+Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
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@@ Property / cites work @@
+Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold
+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 @@
+Bias reduction and explicit semi-parametric estimation of the tail index
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+Q5325306
@@ Property / cites work: Q5325306 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5325307
@@ Property / cites work: Q5325307 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotically unbiased estimators for the extreme-value index
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@@ Property / cites work @@
+A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX
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@@ Property / cites work @@
+Confidence regions for high quantiles of a heavy tailed distribution
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@@ 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 / cites work @@
+Bootstrap and empirical likelihood methods in extremes
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@@ Property / OpenAlex ID @@
+W2035587974
@@ Property / OpenAlex ID: W2035587974 / rank @@
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