scientific article; zbMATH DE number 3903649
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Publication:3681644
zbMATH Open0566.60023MaRDI QIDQ3681644FDOQ3681644
Authors: Laurens De Haan
Publication date: 1984
Title of this publication is not available (Why is that?)
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- scientific article; zbMATH DE number 763335
extreme-value distributionscharacterizations of the domains of attractioninverse of the distribution function
Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)
Cited In (47)
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- Hunting for black swans in the European banking sector using extreme value analysis
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- On a generalized Pickands estimator of the extreme value index
- Functional nonparametric estimation of conditional extreme quantiles
- Asymptotic comparison of the mixed moment and classical extreme value index estimators
- Existence and consistency of the maximum likelihood estimator for the extreme value index
- De-Haan type conditions for max domains of attraction
- Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application
- Asymptotically unbiased estimators for the extreme-value index
- On a characteristic property of generalized Pareto distributions, extreme value distributions and their max domains of attraction
- Estimation of the tail parameter in the domain of attraction of an extremal distribution
- Empirical likelihood based confidence regions for first order parameters of heavy-tailed distribu\-tions
- On domains of uniform local attraction in extreme value theory
- Reliable alternative ways to manage the risk of extreme events
- Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation
- A general class of estimators of the extreme value index
- The extent of the maximum likelihood estimator for the extreme value index
- Reiss and Thomas' automatic selection of the number of extremes
- The continuous and differentiable domains of attraction of the extreme value distributions
- Extreme Value Theory and Statistics of Univariate Extremes: A Review
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- A simple generalisation of the Hill estimator
- Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model
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- Decomposition of non-decreasing slowly varying functions and the domain of attraction of Gaussian distributions
- Rate of convergence for the generalized Pareto approximation of the excesses
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- The contribution of the maximum to the sum of excesses for testing max-domains of attraction
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- The limiting distribution of extremal exchange rate returns
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- Mixed moment estimator and location invariant alternatives
- A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators
- Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes
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