A simple generalisation of the Hill estimator (Q130015): Difference between revisions

@@ Property / cites work @@
+Q5429809
@@ Property / cites work: Q5429809 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2921611
@@ Property / cites work: Q2921611 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of the extreme-value index and generalized quantile plots
+Normal rank
@@ Property / cites work @@
+Improved reduced-bias tail index and quantile estimators
+Normal rank
@@ Property / cites work @@
+Statistics of Extremes
@@ Property / cites work: Statistics of Extremes / rank @@
+Normal rank
@@ Property / cites work @@
+Excess functions and estimation of the extreme-value index
+Normal rank
@@ Property / cites work @@
+On robust tail index estimation
@@ Property / cites work: On robust tail index estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+The MOP EVI-Estimator Revisited
@@ Property / cites work: The MOP EVI-Estimator Revisited / rank @@
+Normal rank
@@ Property / cites work @@
+A Semi-parametric Estimator of a Shape Second-Order Parameter
+Normal rank
@@ Property / cites work @@
+A new class of estimators of a ``scale'' second order parameter
+Normal rank
@@ Property / cites work @@
+Q3434069
@@ Property / cites work: Q3434069 / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-parametric estimation for heavy tailed distributions
+Normal rank
@@ Property / cites work @@
+Q3681644
@@ Property / cites work: Q3681644 / 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 @@
+Optimal choice of sample fraction in extreme-value estimation
+Normal rank
@@ Property / cites work @@
+A moment estimator for the index of an extreme-value distribution
+Normal rank
@@ Property / cites work @@
+Extreme quantile estimation for dependent data, with applications to finance
+Normal rank
@@ Property / cites work @@
+On maximum likelihood estimation of the extreme value index.
+Normal rank
@@ Property / cites work @@
+A new class of semi-parametric estimators of the second order parameter.
+Normal rank
@@ Property / cites work @@
+Mixed moment estimator and location invariant alternatives
+Normal rank
@@ Property / cites work @@
+Q3762535
@@ Property / cites work: Q3762535 / rank @@
+Normal rank
@@ Property / cites work @@
+Sur la distribution limite du terme maximum d'une série aléatoire
+Normal rank
@@ Property / cites work @@
+Q5303075
@@ Property / cites work: Q5303075 / rank @@
+Normal rank
@@ Property / cites work @@
+Kernel estimators for the second order parameter in extreme value statistics
+Normal rank
@@ Property / cites work @@
+Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
+Normal rank
@@ Property / cites work @@
+Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation?
+Normal rank
@@ Property / cites work @@
+Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms
+Normal rank
@@ Property / cites work @@
+Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses
+Normal rank
@@ Property / cites work @@
+``Asymptotically unbiased'' estimators of the tail index based on external estimation of the second order parameter
+Normal rank
@@ Property / cites work @@
+Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour
+Normal rank
@@ Property / cites work @@
+Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology
+Normal rank
@@ Property / cites work @@
+Reduced‐bias tail index estimation and the jackknife methodology
+Normal rank
@@ Property / cites work @@
+Asymptotic comparison of the mixed moment and classical extreme value index estimators
+Normal rank
@@ Property / cites work @@
+The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction
+Normal rank
@@ Property / cites work @@
+A simple second-order reduced bias’ tail index estimator
+Normal rank
@@ Property / cites work @@
+A Sturdy Reduced-Bias Extreme Quantile (<i>VaR</i>) Estimator
+Normal rank
@@ Property / cites work @@
+Q3670359
@@ Property / cites work: Q3670359 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive estimates of parameters 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 flexible extreme value mixture model
@@ Property / cites work: A flexible extreme value mixture model / rank @@
+Normal rank
@@ Property / cites work @@
+Q2921614
@@ Property / cites work: Q2921614 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating tails of probability distributions
@@ Property / cites work: Estimating tails of probability distributions / rank @@
+Normal rank
@@ Property / cites work @@
+On univariate extreme value statistics and the estimation of reinsurance premiums
+Normal rank