Multivariate Hill Estimators (Q6064653)

scientific article; zbMATH DE number 7763514

Language	Label	Description	Also known as
English	Multivariate Hill Estimators	scientific article; zbMATH DE number 7763514

Statements

instance of

scholarly article

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title

Multivariate Hill Estimators (English)

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International Statistical Review

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publication date

10 November 2023

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Mathematics Subject Classification ID

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Hill estimator

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elliptical distribution

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minimum covariance determinant

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tail index

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\(L_h\) norm

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1111/insr.12120

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A moment estimator for the index of an extreme-value distribution

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Q5435153

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How to make a Hill plot.

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Q4343010

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Q3996150

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Q3540680

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Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents

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Sur la distribution limite du terme maximum d'une série aléatoire

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Semi-parametric estimation of the second order parameter in statistics of extremes

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Reduced‐bias tail index estimation and the jackknife methodology

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The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction

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Kernel-type estimators for the extreme value index

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On asymptotic normality of Hill's estimator for the exponent of regular variation

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Q3670359

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Adaptive estimates of parameters of regular variation

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Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth

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On the regular variation of elliptical random vectors

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TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS

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Q5628978

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Estimating the tail dependence function of an elliptical distribution

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Statistical inference using extreme order statistics

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Q3749928

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Tail dependence for elliptically contoured distributions

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Mathematics(1 entry)

mardi Publication:6064653