scientific article; zbMATH DE number 7480946

MaRDI QIDQ5034210zbMATH OpenFDO

Authors Jutamas Boonradsamee, Winai Bodhisuwan, Uraiwan Jaroengeratikun

Publication date 24 February 2022

Full work available at URL http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/5138

zbMATH Keywords

extreme value indexHill's estimatorquantile estimator

Mathematics Subject Classification ID

Contraction-type mappings, nonexpansive mappings, (A)-proper mappings, etc. (47H09) Fixed-point theorems (47H10)

Cites work

• A moment estimator for the index of an extreme-value distribution
• A simple general approach to inference about the tail of a distribution
• Bootstrapping the distance between smooth bootstrap and sample quantile distribution
• Extreme value theory. An introduction.
• Heavy-Tail Phenomena
• How to make a Hill plot.
• scientific article; zbMATH DE number 3967642 (Why is no real title available?)
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• scientific article; zbMATH DE number 2231189 (Why is no real title available?)
• Laws of large numbers for sums of extreme values
• Regularly varying functions
• Smoothing the Hill Estimator
• Statistical inference using extreme order statistics
• Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses

Cited in

(1)

• An optimal threshod selection approach for the value at risk of the extreme events

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