Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling
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Cites work
- ``Asymptotically unbiased estimators of the tail index based on external estimation of the second order parameter
- A new class of estimators of a ``scale second order parameter
- A simple general approach to inference about the tail of a distribution
- A simple second-order reduced bias’ tail index estimator
- A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator
- Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms
- Alternatives to a semi-parametric estimator of parameters of rare events -- the jackknife methodology
- Asymptotically best linear unbiased tail estimators under a second-order regular variation condition
- Asymptotically unbiased estimators for the extreme-value index
- Bootstrap methods: another look at the jackknife
- Comparison of tail index estimators
- Excess functions and estimation of the extreme-value index
- scientific article; zbMATH DE number 3471414 (Why is no real title available?)
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- Kernel estimators for the second order parameter in extreme value statistics
- NOTES ON BIAS IN ESTIMATION
- Reduced-Bias Tail Index Estimators Under a Third-Order Framework
- Selecting the optimal sample fraction in univariate extreme value estimation
- Semi-parametric estimation for heavy tailed distributions
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
- Sur la distribution limite du terme maximum d'une série aléatoire
- Tail index and second-order parameters' semi-parametric estimation based on the log-excesses
- The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction
Cited in
(11)- A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators
- Generalized jackknife semi-parametric estimators of the tail index
- Modeling extreme events: sample fraction adaptive choice in parameter estimation
- The latest advances on the Hill estimator and its modifications
- Competitive estimation of the extreme value index
- New Reduced-bias Estimators of a Positive Extreme Value Index
- A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators
- Resampling methodologies in the field of statistics of univariate extremes
- Alternatives to a semi-parametric estimator of parameters of rare events -- the jackknife methodology
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
- The role of resampling methods and generalized means in extreme value theory
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