Asymptotic comparison of the mixed moment and classical extreme value index estimators (Q2483435): Difference between revisions

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+Q4726487
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+A moment estimator for the index of an extreme-value distribution
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+A bootstrap-based method to achieve optimality in estimating the extreme-value index
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+On maximum likelihood estimation of the extreme value index.
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+On optimising the estimation of high quantiles of a probability distribution
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+Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour
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+Reduced‐bias tail index estimation and the jackknife methodology
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+Comparison of tail index estimators
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+A simple general approach to inference about the tail of a distribution
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+Estimating tails of probability distributions
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