Estimation of Tails and Related Quantities Using the Number of Near-Extremes

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Point estimation (62F10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

Foundations of Modern Probability
scientific article; zbMATH DE number 1249326 (Why is no real title available?)
scientific article; zbMATH DE number 1026574 (Why is no real title available?)
Non-life insurance mathematics. An introduction with stochastic processes.
On the number of near-maxima
On the number of near-maximum insurance claim under dependence.
On the number of near-maximum insurance claims
ON THE NUMBER OF RECORDS NEAR THE MAXIMUM
Statistical inference using extreme order statistics
Tail estimation based on numbers of near \(m\)-extremes

Cited in

(25)

Estimating extreme probabilities using tail simulated data
Tail estimation based on numbers of near \(m\)-extremes
On the number of near-maximum insurance claims
On the number of near-maximum insurance claim under dependence.
On \(\delta\)-record observations: asymptotic rates for the counting process and elements of maximum likelihood estimation
Asymptotic behavior of proportions of observations falling to random regions determined by central order statistics
Characterization and goodness-of-fit test of Pareto and some related distributions based on near-order statistics
On the mathematical theory of records
Asymptotic normality for the counting process of weak records and -records in discrete models
Characterizations based on the numbers of near-order statistics
Limit theorems for proportions of observations falling into random regions determined by order statistics
Asymptotic normality of numbers of observations near order statistics from stationary processes
Asymptotic behaviour of near-maxima of Gaussian sequences
On numbers of observations in random regions determined by records
Asymptotic normality of numbers of observations in random regions determined by order statistics
An ergodic theorem for proportions of observations that fall into random sets determined by sample quantiles
Asymptotic behaviour of proportions of observations in random regions determined by central order statistics from stationary processes
The number and sum of near m-extremes
On kernel-based estimation of distribution function and its quantiles based on ranked set sampling
Estimation of multivariate tail quantities
Some bounds for the expectations of functions on order statistics and their applications
On the asymptotics of numbers of observations in random regions determined by order statistics
Asymptotic results for spacings of largest order statistics
Numbers of near bivariate record-concomitant observations
Numbers of near-maxima for the bivariate case

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