Generalized sum plots

MaRDI QIDQ2925453zbMATH OpenFDO

Authors J. Beirlant, E. Boniphace, G. Dierckx

Publication date 22 October 2014

Published in REVSTAT (Search for Journal in Brave)

Full work available at URL http://www.ine.pt/revstat/pdf/rs110204.pdf

zbMATH Keywords

extreme value analysisgeneralized quantile plotgeneralized sum plotsum plotweighted regression model

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Statistics of extreme values; tail inference (62G32) Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to environmental and related topics (62P12)

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Cited in

(4)

• A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators
• Threshold selection and trimming in extremes
• A moment estimator for the conditional extreme-value index
• Extreme Value Theory and Statistics of Univariate Extremes: A Review

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