scientific article; zbMATH DE number 4100396

MaRDI QIDQ3825932zbMATH OpenFDO

Authors Rolf-Dieter Reiss

Publication date 1989

zbMATH Keywords

adaptive estimatorextended extreme value modelsextended Gumbel modelPareto type distributionsscale parametertail index

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Order statistics; empirical distribution functions (62G30)

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Cited in

(8)

• On high level exceedance modeling and tail inference
• The estimations under power normalization for the tail index, with comparison
• Extreme value autoregressive model and its applications
• Asymptotically unbiased estimators for the extreme-value index
• Adaptive Threshold Estimation via Extreme Value Theory
• Frontier estimation and extreme value theory
• Tail index estimation, concentration and adaptivity
• Comparing extreme models when the sign of the extreme value index is known

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