An enhanced method for tail index estimation under missingness

DOI10.1155/2021/3572555zbMath1499.62157OpenAlexW3183609638MaRDI QIDQ1984154

F. Ayiah-Mensah, R. Minkah, L. Asiedu, F. O. Mettle

Publication date: 13 September 2021

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2021/3572555

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)

Uses Software

• ismev
• extremefit

Cites Work

• Unnamed Item
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• Flexible Imputation of Missing Data, Second Edition
• A simple second-order reduced bias’ tail index estimator
• Robust estimation of Pareto-type tail index through an exponential regression model
• An introduction to statistical modeling of extreme values
• Extreme Value Theory and Statistics of Univariate Extremes: A Review

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