Weak properties and robustness of t-Hill estimators
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Cites work
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 1026035 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 1069355 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3359478 (Why is no real title available?)
- A location invariant Hill-type estimator
- A moment estimator for the index of an extreme-value distribution
- A robust estimator for the tail index of Pareto-type distributions
- A robust prediction error criterion for pareto modelling of upper tails
- A simple general approach to inference about the tail of a distribution
- A simple generalisation of the Hill estimator
- Asymptotic normality of location invariant heavy tail index estimator
- Censoring estimators of a positive tail index
- Consistency of Hill's estimator for dependent data
- Extreme value theory. An introduction.
- How to make a Hill plot.
- INDUCED CORES AND THEIR USE IN ROBUST PARAMETRIC ESTIMATION
- Letter to the editor
- On an improvement of Hill and some other estimators
- On robust tail index estimation
- On the estimation of the extreme-value index and large quantile estimation
- On the favorable estimation for fitting heavy tailed data
- Parameter and Quantile Estimation for the Generalized Pareto Distribution
- Pareto tail index estimation revisited
- Robust Statistics
- Robust weighted likelihood estimators with an application to bivariate extreme value problems
- Score function of distribution and revival of the moment method
- Second-order regular variation, convolution and the central limit theorem
- Small sample robust testing for normality against Pareto tails
- The harmonic moment tail index estimator: asymptotic distribution and robustness
- The qq-estimator and heavy tails
- Weak asymptotic results for t-Hill estimator
Cited in
(18)- Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data
- IPO estimation of heaviness of the distribution beyond regularly varying tails
- A measure of variability within parametric families of continuous distributions
- Location invariant heavy tail index estimation with block method
- Priority statement and some properties of t-lgHill estimator
- Robust estimator of the ruin probability in infinite time for heavy-tailed distributions
- A distributed quantile estimation algorithm of heavy-tailed distribution with massive datasets
- Mean, mode or median? The score mean
- Estimation for heavy tailed moving average process.
- Robust estimator of conditional tail expectation of Pareto-type distribution
- Improved estimators of tail index and extreme quantiles under dependence serials
- The estimation of parameters for the tapered Pareto distribution from incomplete data
- On ecological aspects of dynamics for zero slope regression for water pollution in Chile
- Hill's estimator under weak dependence
- SHIFTED HILL'S ESTIMATOR FOR HEAVY TAILS
- 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
- Reduced bias estimation of the shape parameter of the log-logistic distribution
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