On an improvement of Hill and some other estimators (Q383679): Difference between revisions

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+G32
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+F05
@@ Property / Mathematics Subject Classification ID: 60F05 / rank @@
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@@ Property / zbMATH DE Number @@
+6235974
@@ Property / zbMATH DE Number: 6235974 / rank @@
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@@ Property / zbMATH Keywords @@
+tail-index estimation
@@ Property / zbMATH Keywords: tail-index estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Hill-type estimators
@@ Property / zbMATH Keywords: Hill-type estimators / rank @@
+Normal rank
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+heavy tails
@@ Property / zbMATH Keywords: heavy tails / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10986-013-9212-x
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@@ Property / OpenAlex ID @@
+W2068288007
@@ Property / OpenAlex ID: W2068288007 / rank @@
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@@ Property / cites work @@
+Central limit theorems for sums of extreme values
@@ Property / cites work: Central limit theorems for sums of extreme values / rank @@
+Normal rank
@@ Property / cites work @@
+The method of moments ratio estimator for the tail shape parameter
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@@ Property / cites work @@
+Tail estimates motivated by extreme value theory
@@ Property / cites work: Tail estimates motivated by extreme value theory / rank @@
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@@ Property / cites work @@
+Q5485944
@@ Property / cites work: Q5485944 / rank @@
+Normal rank
@@ Property / cites work @@
+Comparison of tail index estimators
@@ Property / cites work: Comparison of tail index estimators / rank @@
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@@ Property / cites work @@
+On asymptotic normality of the hill estimator
@@ Property / cites work: On asymptotic normality of the hill estimator / rank @@
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@@ Property / cites work @@
+A moment estimator for the index of an extreme-value distribution
+Normal rank
@@ Property / cites work @@
+On Smooth Statistical Tail Functionals
@@ Property / cites work: On Smooth Statistical Tail Functionals / rank @@
+Normal rank
@@ Property / cites work @@
+Mixed moment estimator and location invariant alternatives
+Normal rank
@@ Property / cites work @@
+SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS
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@@ Property / cites work @@
+Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
+Normal rank
@@ Property / cites work @@
+Asymptotic comparison of the mixed moment and classical extreme value index estimators
+Normal rank
@@ Property / cites work @@
+On asymptotic normality of Hill's estimator for the exponent of regular variation
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
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@@ Property / cites work @@
+A class of unbiased location invariant Hill-type estimators for heavy tailed distributions
+Normal rank
@@ Property / cites work @@
+Laws of large numbers for sums of extreme values
@@ Property / cites work: Laws of large numbers for sums of extreme values / rank @@
+Normal rank
@@ Property / cites work @@
+A simple robust estimation method for the thickness of heavy tails
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@@ Property / cites work @@
+Q5429800
@@ Property / cites work: Q5429800 / rank @@
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@@ Property / cites work @@
+A new estimator for a tail index
@@ Property / cites work: A new estimator for a tail index / rank @@
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@@ Property / cites work @@
+Several modifications of DPR estimator of the tail index
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@@ Property / cites work @@
+Statistical inference using extreme order statistics
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@@ Property / cites work @@
+A new approach on estimation of the tail index
@@ Property / cites work: A new approach on estimation of the tail index / rank @@
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@@ Property / cites work @@
+On the theory of order statistics
@@ Property / cites work: On the theory of order statistics / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:383679