Approximation by penultimate extreme value distributions
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Publication:1979092
DOI10.1023/A:1009920327187zbMATH Open0947.60019OpenAlexW2112456461MaRDI QIDQ1979092FDOQ1979092
M. Ivette Gomes, Laurens De Haan
Publication date: 24 May 2000
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1009920327187
Recommendations
Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05)
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- Asymptotic behaviour of the probability-weighted moments and penultimate approximation
- Bias reduction of a tail index estimator through an external estimation of the second-order parameter
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
- Penultimate approximation for the distribution of the excesses
- Automated and distributed statistical analysis of economic agent-based models
- Improvements in the estimation of the Weibull tail coefficient: a comparative study
- Penultimate approximation for the excesses
- Title not available (Why is that?)
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
- Approximation of the distribution of excesses through a generalized probability-weighted moments method
- On large deviation for extremes.
- Accurately approximating extreme value statistics
- A class of asymptotically unbiased semi-parametric estimators of the tail index.
- Penultimate approximations in extreme value theory
- EVT-based estimation of risk capital and convergence of high quantiles
- An interview with Ivette Gomes
- Reduced‐bias tail index estimation and the jackknife methodology
- Extreme Value Theory and Statistics of Univariate Extremes: A Review
- Penultimate versus ultimate in statistical theory of extremes. A simulation study
- Penultimate limiting forms in extreme value theory
- Predicting the Number of Future Events
- Title not available (Why is that?)
- Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles
- Penultimate approximations in statistics of extremes and reliability of large coherent systems
- A simple second-order reduced bias’ tail index estimator
- Censoring estimators of a positive tail index
- Tail index estimation with a fixed tuning parameter fraction
- Modeling of maximum precipitation using maximal generalized extreme value distribution
- Scaling of High-Quantile Estimators
- Convergence Rate of Extremes for the General Error Distribution
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