Averages of Hill estimators (Q882925): Difference between revisions

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+Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
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+Using a bootstrap method to choose the sample fraction in tail index estimation
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+Optimal choice of sample fraction in extreme-value estimation
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+A bootstrap-based method to achieve optimality in estimating the extreme-value index
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+How to make a Hill plot.
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+Selecting the optimal sample fraction in univariate extreme value estimation
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+Q3762535
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+Alternatives to a semi-parametric estimator of parameters of rare events -- the jackknife methodology
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+The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction
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+A Diagnostic for Selecting the Threshold in Extreme Value Analysis
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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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+Some results on the behaviour of hill's estimator
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+Laws of large numbers for sums of extreme values
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+Smoothing the Hill Estimator
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+Smoothing the moment estimator of the extreme value parameter
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