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From MaRDI portal
- Detecting influential data points for the Hill estimator in Pareto-type distributions 2013-09-01 Paper Bias-reduced estimators for bivariate tail modelling 2011-08-01...10 bytes (16 words) - 14:16, 28 January 2024
- semi-parametric estimator of parameters of rare events -- the jackknife methodology 2002-01-30 Paper Generalizations of the Hill estimator -- asymptotic...10 bytes (18 words) - 13:50, 8 December 2023
- DetS and DetMM estimators for multivariate location and scatter 2018-11-23 Paper Detecting influential data points for the Hill estimator in Pareto-type...10 bytes (14 words) - 12:09, 6 December 2023
- Type A simple generalisation of the Hill estimator 2017-06-29 Paper A simple generalisation of the Hill estimator 2013-01-01 Paper...10 bytes (14 words) - 13:30, 24 September 2023
- Type A simple generalisation of the Hill estimator 2017-06-29 Paper A simple generalisation of the Hill estimator 2013-01-01 Paper...10 bytes (13 words) - 13:30, 24 September 2023
- invariant Hill-type estimator 2004-11-24 Paper A new class of semi-parametric estimators of the second order parameter. 2004-06-22 Paper Weiss-Hill estimator...10 bytes (20 words) - 11:36, 9 December 2023
- data points for the Hill estimator in Pareto-type distributions 2018-10-19 Paper Detecting influential data points for the Hill estimator in Pareto-type distributions...10 bytes (13 words) - 15:07, 24 September 2023
- data points for the Hill estimator in Pareto-type distributions 2018-10-19 Paper Detecting influential data points for the Hill estimator in Pareto-type distributions...10 bytes (13 words) - 15:07, 24 September 2023
- data points for the Hill estimator in Pareto-type distributions 2018-10-19 Paper Detecting influential data points for the Hill estimator in Pareto-type distributions...10 bytes (13 words) - 15:07, 24 September 2023
- confidence intervals for the tail index by Edgeworth expansions for the Hill estimator 2007-05-15 Paper An asymptotic expansion for probabilities of moderate...10 bytes (16 words) - 17:13, 12 December 2023
- Type A simple generalisation of the Hill estimator 2017-06-29 Paper A simple generalisation of the Hill estimator 2013-01-01 Paper A computational study...10 bytes (14 words) - 13:30, 24 September 2023
- DetS and DetMM estimators for multivariate location and scatter 2018-11-23 Paper Detecting influential data points for the Hill estimator in Pareto-type...10 bytes (16 words) - 04:03, 25 September 2023
- Multivariate Hill Estimators 2023-11-10 Paper Flexible multivariate Hill estimators 2020-06-18 Paper On multivariate separating Hill estimator under estimated...10 bytes (16 words) - 03:08, 12 December 2023
- 2018-12-21 Paper Estimation of high conditional quantiles using the Hill estimator of the tail index 2016-05-20 Paper Estimation of extreme conditional...10 bytes (17 words) - 03:09, 10 December 2023
- 2022-03-01 Paper Consistency of the Hill Estimator for Time Series Observed with Measurement Errors 2020-05-27 Paper Hill estimator of projections of functional...10 bytes (16 words) - 00:12, 25 September 2023
- Value-at-Risk Estimators 2016-01-11 Paper The MOP EVI-Estimator Revisited 2015-07-08 Paper A simple generalisation of the Hill estimator 2013-01-01 Paper...10 bytes (18 words) - 12:21, 28 January 2024
- univariate extreme value estimation 1999-11-18 Paper Approximation of the Hill estimator process 1998-12-02 Paper Von Mises conditions, \(\delta\)-neighborhoods...10 bytes (16 words) - 22:31, 8 December 2023
- Likelihood Estimator for Bivariate Tail Dependence 2013-06-13 Paper A sliding blocks estimator for the extremal index 2013-05-27 Paper An M-estimator for tail...10 bytes (16 words) - 10:23, 9 December 2023
- theorem 1999-01-14 Paper Smoothing the Hill Estimator 1997-07-03 Paper Asymptotic behavior of hill's estimator for autoregressive data 1997-01-01 Paper...10 bytes (16 words) - 13:42, 13 December 2023
- 2019-02-20 Paper Tail prepivoting for the Hill estimator 2016-08-10 Paper Bias-corrected geometric-type estimators of the tail index 2016-08-09 Paper Kolmogorov-Sinai...10 bytes (16 words) - 19:12, 9 December 2023
