Asymptotic inference about a density function at an end of its range

DOI10.1002/NAV.3800180111MaRDI QIDQ5620269zbMATH OpenOpenAlexFDO

Authors Lionel Weiss

Publication date 1971

Published in Naval Research Logistics Quarterly (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nav.3800180111

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15)

Cited in

(17)

• Rates of uniform convergence of extreme order statistics
• Comparison of location models of Weibull type samples and extreme value processes
• On the asymptotic joint distribution of an unbounded number of sample extremes
• Asymptotic independence of distributions of normalized order statistics of the underlying probability measure
• Semiparametric statistical inference in global random search
• Extreme quantile estimation in -neighborhoods of generalized Pareto distributions
• On tail parameter estimation in certain point process models
• Estimation of the tail parameter in the domain of attraction of an extremal distribution
• Approximation rates for multivariate exceedances
• Von Mises conditions, \(\delta\)-neighborhoods and rates of convergence for maxima
• A class of Pickands-type estimators for the extreme value index
• Some Best Parameter Estimates for Distributions with Finite Endpoint
• Confidence intervals for the threshold parameter. ii: unknown shape parameter
• On von Mises type conditions for \(p\)-max stable laws, rates of convergence and generalized log Pareto distributions
• Weiss-Hill estimator
• A review of more than one hundred Pareto-tail index estimators
• Location invariant Weiss-Hill estimator

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