A Sieve model for extreme values

DOI10.1080/00949655.2012.761218MaRDI QIDQ5219387zbMATH OpenOpenAlexFDO

Authors Vincenzo Coia, Mei-Ling Huang

Publication date 11 March 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2012.761218

zbMATH Keywords

Black Sea bassconservation biologyextreme value theoryheavy-tailed distributionshurricanesPareto distributionpower lawsieve class of distributionstruncated Pareto distribution

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

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Cites work

• A simple general approach to inference about the tail of a distribution
• A Test of Goodness of Fit
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Heavy-Tail Phenomena
• scientific article; zbMATH DE number 3797051 (Why is no real title available?)
• scientific article; zbMATH DE number 3008134 (Why is no real title available?)
• On methods of sieves and penalization
• Parameter Estimation for the Truncated Pareto Distribution
• Sieve Empirical Likelihood and Extensions of the Generalized Least Squares
• Sieve Extremum Estimates for Weakly Dependent Data
• Statistical inference for bounds of random variables
• Statistical Size Distributions in Economics and Actuarial Sciences
• Sur la distribution limite du terme maximum d'une série aléatoire

Cited in

(1)

• The full tails gamma distribution applied to model extreme values

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