On an improvement of Hill and some other estimators
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Publication:383679
DOI10.1007/S10986-013-9212-XzbMATH Open1294.62110OpenAlexW2068288007MaRDI QIDQ383679FDOQ383679
Authors: V. Paulauskas, Marijus Vaičiulis 
Publication date: 5 December 2013
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-013-9212-x
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Cites Work
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Cited In (28)
- Corrected-Hill versus partially reduced-bias value-at-risk estimation
- Improvements in the estimation of the Weibull tail coefficient: a comparative study
- A new estimator for a tail index
- The latest advances on the Hill estimator and its modifications
- Inference about the tail of a distribution: improvement on the Hill estimator
- Improvements in the estimation of a heavy tail
- Editorial to special issue V WCDANM 2018
- The stochastic approximation method for recursive kernel estimation of the conditional extreme value index
- Estimates for the Hill operator. I
- Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application
- Averages of Hill estimators
- A refined Weissman estimator for extreme quantiles
- Lehmer's mean-of-order-\(p\) extreme value index estimation: a simulation study and applications
- Reliable alternative ways to manage the risk of extreme events
- Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation
- Comparison of the several parameterized estimators for the positive extreme value index
- A review of more than one hundred Pareto-tail index estimators
- Semi-parametric regression estimation of the tail index
- The estimation of parameters for the tapered Pareto distribution from incomplete data
- Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework
- Weak properties and robustness of t-Hill estimators
- Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations
- A class of semiparametric tail index estimators and its applications
- A class of location invariant estimators for heavy tailed distributions
- A class of new tail index estimators
- On the comparison of several classical estimators of the extreme value index
- The estimations under power normalization for the tail index, with comparison
- Inference of high quantiles of a heavy-tailed distribution from block data
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