Non-regular frameworks and the mean-of-order p Extreme value index estimation

DOI10.1007/S42519-022-00264-WMaRDI QIDQ2156000zbMATH OpenOpenAlexFDO

Authors M. Ivette Gomes, Lígia Henriques-Rodrigues, Dinis Pestana

Publication date 15 July 2022

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s42519-022-00264-w

zbMATH Keywords

extreme value theorygeneralized meansheavy right tailssemi-parametric estimationsum-stable laws

Mathematics Subject Classification ID

Statistical distribution theory (62Exx) Nonparametric inference (62Gxx) Probabilistic methods, stochastic differential equations (65Cxx)

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Cited in

(4)

• Improvements in the estimation of the Weibull tail coefficient: a comparative study
• The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
• Reliable alternative ways to manage the risk of extreme events
• The role of resampling methods and generalized means in extreme value theory

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