Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140): Difference between revisions

@@ Property / author @@
-M. Ivette Gomes
@@ Property / author: M. Ivette Gomes / rank @@
-Normal rank
@@ Property / author @@
-Jan Beirlant
@@ Property / author: Jan Beirlant / rank @@
-Normal rank
@@ Property / author @@
+M. Ivette Gomes
@@ Property / author: M. Ivette Gomes / rank @@
+Normal rank
@@ Property / author @@
+Jan Beirlant
@@ Property / author: Jan Beirlant / 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 @@
+G05
@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 65C05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G30
@@ Property / Mathematics Subject Classification ID: 62G30 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
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@@ Property / zbMATH DE Number @@
+6657838
@@ Property / zbMATH DE Number: 6657838 / rank @@
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@@ Property / zbMATH Keywords @@
+bias estimation
@@ Property / zbMATH Keywords: bias estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+heavy tails
@@ Property / zbMATH Keywords: heavy tails / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal levels
@@ Property / zbMATH Keywords: optimal levels / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+semiparametric reduced-bias estimation
@@ Property / zbMATH Keywords: semiparametric reduced-bias estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+statistics of extremes
@@ Property / zbMATH Keywords: statistics of extremes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Hill estimator
@@ Property / zbMATH Keywords: Hill estimator / rank @@
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@@ Property / zbMATH Keywords @@
+Monte Carlo simulation
@@ Property / zbMATH Keywords: Monte Carlo simulation / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10687-016-0261-5
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+W2461286013
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@@ Property / cites work @@
+Excess functions and estimation of the extreme-value index
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@@ Property / cites work @@
+Statistics of Extremes
@@ Property / cites work: Statistics of Extremes / rank @@
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@@ Property / cites work @@
+Estimation of the extreme-value index and generalized quantile plots
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+Q2921611
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+Normal rank
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+The harmonic moment tail index estimator: asymptotic distribution and robustness
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+A simple generalisation of the Hill estimator
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+The MOP EVI-Estimator Revisited
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+A new class of estimators of a ``scale'' second order parameter
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+A Semi-parametric Estimator of a Shape Second-Order Parameter
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+Reduced-Bias Tail Index Estimators Under a Third-Order Framework
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+Semi-parametric estimation for heavy tailed distributions
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+A moment estimator for the index of an extreme-value distribution
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+Q5255147
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+On Smooth Statistical Tail Functionals
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+A new class of semi-parametric estimators of the second order parameter.
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+Kernel estimators for the second order parameter in extreme value statistics
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+Extreme Value Theory and Statistics of Univariate Extremes: A Review
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+``Asymptotically unbiased'' estimators of the tail index based on external estimation of the second order parameter
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+The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction
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+A Sturdy Reduced-Bias Extreme Quantile (<i>VaR</i>) Estimator
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+Q5429823
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+Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
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+Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses
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+A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators
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+New Reduced-bias Estimators of a Positive Extreme Value Index
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+Q5357866
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+Q5485944
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+Comparison of tail index estimators
@@ Property / cites work: Comparison of tail index estimators / rank @@
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+Q3670359
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+Adaptive estimates of parameters of regular variation
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+Estimation of a scale second-order parameter related to the PORT methodology
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+A simple general approach to inference about the tail of a distribution
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+On an improvement of Hill and some other estimators
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+Q5421906
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+On the favorable estimation for fitting heavy tailed data
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+Asymptotically unbiased estimation of the second order tail parameter
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+Estimation of second order parameters using probability weighted moments
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@@ links / mardi / name / links / mardi / name @@
+Publication:347140