scientific article; zbMATH DE number 1057893

MaRDI QIDQ4352962zbMATH OpenFDO

Authors Jiazhu Pan, Shihong Cheng

Publication date 4 September 1997

zbMATH Keywords

asymptotic expansionscomparisons of estimatorsinterval estimationtail index

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30)

Recommendations

• Asymptotic Expansions of Estimators for the Tail Index with Applications
• Asymptotic expansions for the location invariant moment-type estimator
• Comparison of tail index estimators
• Asymptotically unbiased estimators for the extreme-value index

Cited in

(9)

• Asymptotic expansions for the distribution functions of Pickands-type estimators
• Asymptotic expansions for the location invariant moment-type estimator
• Expansions and Asymptotics for Statistics
• scientific article; zbMATH DE number 3930128 (Why is no real title available?)
• Asymptotic cumulants of the estimator of the canonical parameter in the exponential family
• Mathematical analysis on out-of-sample extensions
• Asymptotic Expansions of Estimators for the Tail Index with Applications
• Tail asymptotic expansions for \(L\)-statistics
• ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4352962)