| Publication | Date of Publication | Type |
|---|
Tail inference with probability weighted moments
Mathematical Methods in the Applied Sciences | 2025-08-19 | Paper |
Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators
Statistica Neerlandica | 2024-07-16 | Paper |
Improvements in the estimation of the Weibull tail coefficient: a comparative study
Mathematical Methods in the Applied Sciences | 2024-06-27 | Paper |
Reduced bias estimation of the shape parameter of the log-logistic distribution
Journal of Computational and Applied Mathematics | 2023-09-15 | Paper |
Corrected-Hill versus partially reduced-bias value-at-risk estimation
Communications in Statistics. Simulation and Computation | 2022-07-04 | Paper |
On the comparison of several classical estimators of the extreme value index
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
Lehmer's mean-of-order-\(p\) extreme value index estimation: a simulation study and applications
Journal of Applied Statistics | 2022-03-01 | Paper |
Reduced-bias and partially reduced-bias mean-of-order-<i>p</i> value-at-risk estimation: a Monte-Carlo comparison and an application
Journal of Statistical Computation and Simulation | 2022-02-23 | Paper |
| Non-reduced versus reduced-bias estimators of the extreme value index -- efficiency and robustness | 2021-03-29 | Paper |
| A couple of non reduced bias generalized means in extreme value theory: an asymptotic comparison | 2020-12-29 | Paper |
| Efficiency of partially reduced-bias mean-of-order-\(p\) versus minimum-variance reduced-bias extreme value index estimation | 2020-07-08 | Paper |
| scientific article; zbMATH DE number 7219013 (Why is no real title available?) | 2020-07-08 | Paper |
Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model
Journal of Statistical Computation and Simulation | 2020-04-01 | Paper |
Reduced‐bias kernel estimators of a positive extreme value index
Mathematical Methods in the Applied Sciences | 2020-02-12 | Paper |
Revisiting the maximum likelihood estimation of a positive extreme value index
Journal of Statistical Theory and Practice | 2019-08-28 | Paper |
A class of semi-parametric probability weighted moment estimators
Recent Developments in Modeling and Applications in Statistics | 2019-01-09 | Paper |
A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
| Threshold selection in extreme value analysis | 2017-07-04 | Paper |
Mean-of-order p reduced-bias extreme value index estimation under a third-order framework
Extremes | 2016-11-30 | Paper |
A location-invariant probability weighted moment estimation of the Extreme Value Index
International Journal of Computer Mathematics | 2016-05-06 | Paper |
A log probability weighted moment estimator of extreme quantiles
Springer Proceedings in Mathematics & Statistics | 2016-01-11 | Paper |
A semi-parametric estimator of a shape second-order parameter
New Advances in Statistical Modeling and Applications | 2015-07-08 | Paper |
Refined estimation of a light tail: an application to environmental data
Advances in Theoretical and Applied Statistics | 2014-11-19 | Paper |
An overview and open research topics in statistics of univariate extremes
REVSTAT | 2014-10-13 | Paper |
| scientific article; zbMATH DE number 6293618 (Why is no real title available?) | 2014-05-10 | Paper |
Semi-parametric probability-weighted moments estimation revisited
Methodology and Computing in Applied Probability | 2014-04-14 | Paper |
An asymptotically unbiased moment estimator of a negative extreme value index
Discussiones Mathematicae Probability and Statistics | 2011-03-25 | Paper |
Semi-parametric second-order reduced-bias high quantile estimation
Test | 2011-01-22 | Paper |
Semi-parametric tail inference through probability-weighted moments
Journal of Statistical Planning and Inference | 2010-11-19 | Paper |
Reduced-Bias Tail Index Estimators Under a Third-Order Framework
Communications in Statistics: Theory and Methods | 2009-06-09 | Paper |
A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator
Statistics & Probability Letters | 2009-03-04 | Paper |
| scientific article; zbMATH DE number 5492169 (Why is no real title available?) | 2009-01-15 | Paper |
A new class of estimators of a ``scale'' second order parameter
Extremes | 2007-12-16 | Paper |
| Direct reduction of bias of the classical Hill estimator | 2007-04-23 | Paper |
Bias reduction of a tail index estimator through an external estimation of the second-order parameter
Statistics | 2005-02-21 | Paper |
| scientific article; zbMATH DE number 1995697 (Why is no real title available?) | 2003-10-22 | Paper |
A class of asymptotically unbiased semi-parametric estimators of the tail index.
Test | 2003-05-18 | Paper |
Improvements in the estimation of the Weibull tail coefficient -- a comparative study
(available as arXiv preprint) | N/A | Paper |
