A location invariant Hill-type estimator
From MaRDI portal
Publication:1887251
DOI10.1023/A:1015226104400zbMath1053.62063OpenAlexW28389390MaRDI QIDQ1887251
Publication date: 24 November 2004
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1015226104400
Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)
Related Items (24)
Heavy tail index estimation based on block order statistics ⋮ Heavy-Tailed Density Estimation ⋮ Box–Cox transformations and heavy-tailed distributions ⋮ Weak properties and robustness of t-Hill estimators ⋮ A location-invariant non-positive moment-type estimator of the extreme value index ⋮ Location invariant heavy tail index estimation with block method ⋮ Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ Reduced bias estimation of the shape parameter of the log-logistic distribution ⋮ Semi-parametric regression estimation of the tail index ⋮ Location invariant Weiss-Hill estimator ⋮ Unnamed Item ⋮ A class of unbiased location invariant Hill-type estimators for heavy tailed distributions ⋮ Inference about the tail of a distribution: improvement on the Hill estimator ⋮ Asymptotic normality of location invariant heavy tail index estimator ⋮ A review of more than one hundred Pareto-tail index estimators ⋮ Reiss and Thomas' automatic selection of the number of extremes ⋮ Strong convergence bound of the Pareto index estimator under right censoring ⋮ Asymptotic expansions for the location invariant moment-type estimator ⋮ The Latest Advances on the Hill Estimator and Its Modifications ⋮ How Can Non-invariant Statistics Work in Our Benefit in the Semi-parametric Estimation of Parameters of Rare Events ⋮ IPO estimation of heaviness of the distribution beyond regularly varying tails ⋮ Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions ⋮ Bootstrap and empirical likelihood methods in extremes ⋮ A class of location invariant estimators for heavy tailed distributions
This page was built for publication: A location invariant Hill-type estimator
