Statistical choice of extreme value domains of attraction — a comparative analysis
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Publication:4337157
DOI10.1080/03610929608831732zbMATH Open0875.62197OpenAlexW2001675665MaRDI QIDQ4337157FDOQ4337157
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
Recommendations
Extreme value theory; extremal stochastic processes (60G70) Order statistics; empirical distribution functions (62G30)
Cites Work
- Statistical inference using extreme order statistics
- A moment estimator for the index of an extreme-value distribution
- On the estimation of the extreme-value index and large quantile estimation
- On the Stable Paretian Behavior of Stock-Market Prices
- The Pareto-Levy Law and the Distribution of Income
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- Further Percentage Points of Greenwood's Statistic
- Further Percentage Points for Greenwood's Statistic
- A Quick Estimation of the Parameters in Frechet's Distribution
Cited In (15)
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
- Title not available (Why is that?)
- Selecting an Extreme-Value Distribution and the Transforming to a Specified Distribution
- Title not available (Why is that?)
- An interview with Ivette Gomes
- Extreme Value Theory and Statistics of Univariate Extremes: A Review
- Weiss-Hill estimator
- Testing extreme value conditions -- an overview and recent approaches
- Testing conditions and estimating parameters in extreme value theory: application to environmental data
- The contribution of the maximum to the sum of excesses for testing max-domains of attraction
- Domains of attraction of multivariate extreme-value distributions
- Review of testing issues in extremes: in honor of Professor Laurens de Haan
- Full Bayesian significance test for extremal distributions
- Title not available (Why is that?)
- Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes
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