Statistical choice of extreme value domains of attraction — a comparative analysis

DOI10.1080/03610929608831732MaRDI QIDQ4337157zbMATH OpenOpenAlexFDO

Authors M. Isabel Fraga Alves, M. Ivette Gomes

Publication date 11 November 1997

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929608831732

zbMATH Keywords

regular variationorder statisticsextreme-value theorystatistical choice

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Order statistics; empirical distribution functions (62G30)

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Cites work

• scientific article; zbMATH DE number 4007475 (Why is no real title available?)
• scientific article; zbMATH DE number 3761195 (Why is no real title available?)
• A Quick Estimation of the Parameters in Frechet's Distribution
• A moment estimator for the index of an extreme-value distribution
• Further Percentage Points for Greenwood's Statistic
• Further Percentage Points of Greenwood's Statistic
• On the Stable Paretian Behavior of Stock-Market Prices
• On the estimation of the extreme-value index and large quantile estimation
• Statistical inference using extreme order statistics
• The Pareto-Levy Law and the Distribution of Income

Cited in

(15)

• A computational approach to confidence intervals and testing for generalized Pareto index using the Greenwood statistic
• Full Bayesian significance test for extremal distributions
• The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
• scientific article; zbMATH DE number 4106060 (Why is no real title available?)
• scientific article; zbMATH DE number 4100397 (Why is no real title available?)
• Review of testing issues in extremes: in honor of Professor Laurens de Haan
• Selecting an Extreme-Value Distribution and the Transforming to a Specified Distribution
• An interview with Ivette Gomes
• Testing conditions and estimating parameters in extreme value theory: application to environmental data
• Weiss-Hill estimator
• Domains of attraction of multivariate extreme-value distributions
• Extreme Value Theory and Statistics of Univariate Extremes: A Review
• Testing extreme value conditions -- an overview and recent approaches
• The contribution of the maximum to the sum of excesses for testing max-domains of attraction
• Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes

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