Asymptotically unbiased estimators for the extreme-value index (Q449915): Difference between revisions

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+Excess functions and estimation of the extreme-value index
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+Kernel estimates of the tail index of a distribution
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+Using a bootstrap method to choose the sample fraction in tail index estimation
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+Q3681644
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+Comparison of tail index estimators
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+A bootstrap-based method to achieve optimality in estimating the extreme-value index
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+Estimating the limit distribution of multivariate extremes
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+Q4342744
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+A moment estimator for the index of an extreme-value distribution
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+Optimal choice of sample fraction in extreme-value estimation
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+Refined Pickands estimators of the extreme value index
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+Refined pickands estimators wtth bias correction
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+Selecting the optimal sample fraction in univariate extreme value estimation
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+Q3762535
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+Normal rank
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+Q3670359
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+Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
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+Adaptive estimates of parameters of regular variation
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+A simple general approach to inference about the tail of a distribution
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+Statistical inference using extreme order statistics
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+Q3825932
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