Smooth tail-index estimation (Q3401368): Difference between revisions

@@ Property / cites work @@
+Small sample performance of robust estimators of tail parameters for pareto and exponential models
+Normal rank
@@ Property / cites work @@
+Tail index estimation in small samples. Simulation results for independent and ARCH-type financial return models
+Normal rank
@@ Property / cites work @@
+Sur la distribution limite du terme maximum d'une série aléatoire
+Normal rank
@@ Property / cites work @@
+Statistical inference using extreme order statistics
+Normal rank
@@ Property / cites work @@
+On the max-domain of attraction of distributions with log-concave densities
+Normal rank
@@ Property / cites work @@
+On optimising the estimation of high quantiles of a probability distribution
+Normal rank
@@ Property / cites work @@
+On estimating the endpoint of a distribution
@@ Property / cites work: On estimating the endpoint of a distribution / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the end-point of a probability distribution using minimum-distance methods
+Normal rank
@@ Property / cites work @@
+On the maximal life span of humans
@@ Property / cites work: On the maximal life span of humans / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theorems for diameter of a random sample in the unit ball
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+Likelihood-based inference for extreme value model
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation in a class of nonregular cases
+Normal rank
@@ Property / cites work @@
+Estimating tails of probability distributions
@@ Property / cites work: Estimating tails of probability distributions / rank @@
+Normal rank
@@ Property / cites work @@
+A moment estimator for the index of an extreme-value distribution
+Normal rank
@@ Property / cites work @@
+Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions
+Normal rank
@@ Property / cites work @@
+Some Best Parameter Estimates for Distributions with Finite Endpoint
+Normal rank
@@ Property / cites work @@
+Iterative estimation of the extreme value index
@@ Property / cites work: Iterative estimation of the extreme value index / rank @@
+Normal rank
@@ Property / cites work @@
+Refined Pickands estimators of the extreme value index
+Normal rank
@@ Property / cites work @@
+Generalized Pickands estimators for the extreme value index
+Normal rank
@@ Property / cites work @@
+Tail estimation based on numbers of near \(m\)-extremes
+Normal rank
@@ Property / cites work @@
+Weighted least squares estimation of the extreme value index
+Normal rank
@@ Property / cites work @@
+Kernel-type estimators for the extreme value index
+Normal rank
@@ Property / cites work @@
+Kernel estimates of the tail index of a distribution
+Normal rank
@@ Property / cites work @@
+Estimation of a convex function: Characterizations and asymptotic theory.
+Normal rank
@@ Property / cites work @@
+Computing maximum likelihood estimators of a log-concave density function
+Normal rank