Semiparametric estimation of extremes

DOI10.1080/03610919908813566MaRDI QIDQ4490189zbMATH OpenOpenAlexFDO

Authors Nils Sødahl, Fred Godtliebsen

Publication date 11 July 2000

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919908813566

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Statistics of extreme values; tail inference (62G32)

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Cites work

• scientific article; zbMATH DE number 3141621 (Why is no real title available?)
• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• Asymptotic theory for bootstrapping the extremes
• Extreme Values from a Lognormal Law with Applications to Air Pollution Problems
• Extremes and related properties of random sequences and processes
• On bandwidth variation in kernel estimates. A square root law
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• Statistics of Extremes: An Alternate Method with Application to Bridge Design Codes

Cited in

(8)

• scientific article; zbMATH DE number 1827860 (Why is no real title available?)
• Semiparametric exponential families for heavy-tailed data
• Semi-parametric estimation of multivariate extreme expectiles
• An efficient semiparametric maxima estimator of the extremal index
• A semiparametric method to simulate bivariate space-time extremes
• A semiparametric Bayesian approach to extreme value estimation
• Frontier estimation and extreme value theory
• Finite sample properties of an adaptive density estimator

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