Semiparametric estimation of extremes
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Publication:4490189
DOI10.1080/03610919908813566zbMATH Open0968.62516OpenAlexW1999728860MaRDI QIDQ4490189FDOQ4490189
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
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Cites Work
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- Extremes and related properties of random sequences and processes
- Parameter and Quantile Estimation for the Generalized Pareto Distribution
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- On bandwidth variation in kernel estimates. A square root law
- Asymptotic theory for bootstrapping the extremes
- Extreme Values from a Lognormal Law with Applications to Air Pollution Problems
- Statistics of Extremes: An Alternate Method with Application to Bridge Design Codes
Cited In (8)
- Semi-parametric estimation of multivariate extreme expectiles
- A semiparametric Bayesian approach to extreme value estimation
- A semiparametric method to simulate bivariate space-time extremes
- An efficient semiparametric maxima estimator of the extremal index
- Frontier estimation and extreme value theory
- Title not available (Why is that?)
- Semiparametric exponential families for heavy-tailed data
- Finite sample properties of an adaptive density estimator
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