A heuristic adaptive choice of the threshold for bias-corrected Hill estimators (Q5457930): Difference between revisions

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+A simple general approach to inference about the tail of a distribution
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+Q3762535
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+Normal rank
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+Adaptive estimates of parameters of regular variation
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+Comparison of tail index estimators
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+Normal rank
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+Asymptotically unbiased estimators for the extreme-value index
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+Tail index estimation and an exponential regression model
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+Estimating a tail exponent by modelling departure from a Pareto distribution
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+Alternatives to a semi-parametric estimator of parameters of rare events -- the jackknife methodology
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+Bias reduction of a tail index estimator through an external estimation of the second-order parameter
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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 general class of estimators of the extreme value index
+Normal rank
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+Bias reduction and explicit semi-parametric estimation of the tail index
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+Statistics of Extremes
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+Normal rank