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

@@ 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
+Normal rank
@@ Property / cites work @@
+Tail estimates motivated by extreme value theory
@@ Property / cites work: Tail estimates motivated by extreme value theory / rank @@
+Normal rank
@@ 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 @@
+Normal rank
@@ Property / cites work @@
+On asymptotic normality of the hill estimator
@@ Property / cites work: On asymptotic normality of the hill estimator / rank @@
+Normal rank
@@ 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
+Normal rank
@@ 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
+Normal rank
@@ 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
+Normal rank
@@ Property / cites work @@
+Q5429800
@@ Property / cites work: Q5429800 / rank @@
+Normal rank
@@ Property / cites work @@
+A new estimator for a tail index
@@ Property / cites work: A new estimator for a tail index / rank @@
+Normal rank
@@ Property / cites work @@
+Several modifications of DPR estimator of the tail index
+Normal rank
@@ Property / cites work @@
+Statistical inference using extreme order statistics
+Normal rank
@@ 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 @@
+Normal rank
@@ Property / cites work @@
+On the theory of order statistics
@@ Property / cites work: On the theory of order statistics / rank @@
+Normal rank