A class of distribution functions with less bias in extreme value estimation

DOI10.1016/J.SPL.2006.04.004zbMATH Open1100.60004OpenAlexW2025223643MaRDI QIDQ2507705FDOQ2507705

Authors: Luísa Canto e Castro, Laurens De Haan 

Publication date: 5 October 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.04.004

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zbMATH Keywords

tail quantile processsecond-order conditionextreme value index estimation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cites Work

• Statistical inference using extreme order statistics
• Estimating tails of probability distributions
• Title not available (Why is that?)
• Title not available (Why is that?)
• A moment estimator for the index of an extreme-value distribution
• On Smooth Statistical Tail Functionals
• Title not available (Why is that?)
• Approximations to the tail empirical distribution function with application to testing extreme value conditions
• Very slowly varying functions
• The Edgeworth expansion for distributions of extreme values

Cited In (3)

• Title not available (Why is that?)
• Asymptotic normality of extreme value estimators on \(C[0,1]\)
• EXTREME VALUE DISTRIBUTIONS FOR BIASED SAMPLES

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