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

DOI10.1080/03610929608831732zbMath0875.62197OpenAlexW2001675665MaRDI QIDQ4337157

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

order statisticsregular variationextreme-value theorystatistical choice

Mathematics Subject Classification ID

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

Related Items (7)

Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes ⋮ Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ An interview with Ivette Gomes ⋮ Unnamed Item ⋮ The contribution of the maximum to the sum of excesses for testing max-domains of attraction ⋮ Weiss-Hill estimator ⋮ Review of testing issues in extremes: in honor of Professor Laurens de Haan

Cites Work

• Unnamed Item
• Unnamed Item
• On the estimation of the extreme-value index and large quantile estimation
• A moment estimator for the index of an extreme-value distribution
• Statistical inference using extreme order statistics
• Further Percentage Points of Greenwood's Statistic
• Further Percentage Points for Greenwood's Statistic
• On the Stable Paretian Behavior of Stock-Market Prices
• A Quick Estimation of the Parameters in Frechet's Distribution
• The Pareto-Levy Law and the Distribution of Income

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