Weak properties and robustness of t-Hill estimators
DOI10.1007/S10687-016-0256-2zbMATH Open1354.62002OpenAlexW2419108399WikidataQ59468962 ScholiaQ59468962MaRDI QIDQ347146FDOQ347146
Authors: Zdeněk Fabián, Luboš Střelec, Andrés Rivera, Sebastián Torres, Philipp Hermann, Stéphane Girard, M. Stehlík, Pavlina Jordanova 
Publication date: 30 November 2016
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://epub.jku.at/doi/10.1007/s10687-016-0256-2
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Cites Work
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Cited In (18)
- Location invariant heavy tail index estimation with block method
- Robust estimator of conditional tail expectation of Pareto-type distribution
- Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data
- Estimation for heavy tailed moving average process.
- Improved estimators of tail index and extreme quantiles under dependence serials
- Reduced bias estimation of the shape parameter of the log-logistic distribution
- Hill's estimator under weak dependence
- On ecological aspects of dynamics for zero slope regression for water pollution in Chile
- The estimation of parameters for the tapered Pareto distribution from incomplete data
- Robust estimator of the ruin probability in infinite time for heavy-tailed distributions
- A novel M-Lognormal–Burr regression model with varying threshold for modeling heavy-tailed claim severity data
- On sensitivity analysis for Fisher-Behrens comparisons of soil contaminants in Arica, Chile
- SHIFTED HILL'S ESTIMATOR FOR HEAVY TAILS
- IPO estimation of heaviness of the distribution beyond regularly varying tails
- Priority statement and some properties of t-lgHill estimator
- A measure of variability within parametric families of continuous distributions
- A distributed quantile estimation algorithm of heavy-tailed distribution with massive datasets
- Mean, mode or median? The score mean
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