A class of semi-parametric probability weighted moment estimators
DOI10.1007/978-3-642-32419-2_15zbMATH Open1407.62116OpenAlexW92753654MaRDI QIDQ4644980FDOQ4644980
Authors: Frederico Caeiro, M. Ivette Gomes 
Publication date: 9 January 2019
Published in: Recent Developments in Modeling and Applications in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-32419-2_15
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Exact distribution theory in statistics (62E15) Density estimation (62G07) Extreme value theory; extremal stochastic processes (60G70)
Cites Work
- Extreme value theory. An introduction.
- A simple general approach to inference about the tail of a distribution
- Bias correction in extreme value statistics with index around zero
- Parameter and Quantile Estimation for the Generalized Pareto Distribution
- Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
- Comparison of tail index estimators
- Semi-parametric tail inference through probability-weighted moments
- Asymptotic behaviour of the probability-weighted moments and penultimate approximation
Cited In (11)
- Refined estimation of a light tail: an application to environmental data
- Weighted KS statistics for inference on conditional moment inequalities
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
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- A new look at probability-weighted moments estimators
- A log probability weighted moment estimator of extreme quantiles
- ON DERIVATION OF THE SEMI-PARAMETRIC WEIGHTED LIKELIHOOD ESTIMATOR, SPW, AND THE WEIGHTED CONDITIONAL PSEUDO LIKELIHOOD ESTIMATOR, WCPE
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