Publication:5429809
From MaRDI portal
zbMath1125.62047MaRDI QIDQ5429809
M. Ivette Gomes, M. Isabel Fraga Alves, Paulo Araújo Santos
Publication date: 4 December 2007
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
62G32: Statistics of extreme values; tail inference
Related Items
Adaptive PORT-MVRB Estimation of the Extreme Value Index, A Note on the Port Methodology in the Estimation of a Shape Second-Order Parameter, Extreme Quantile Estimation Based on the Tail Single-index Model, A class of location invariant estimators for heavy tailed distributions, A review of more than one hundred Pareto-tail index estimators, A simple generalisation of the Hill estimator, Competitive estimation of the extreme value index, A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes, Semi-parametric tail inference through probability-weighted moments, Mixed moment estimator and location invariant alternatives, Location invariant Weiss-Hill estimator, Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions, Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold, A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators, Tail dimension reduction for extreme quantile estimation, Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation, Estimation of a scale second-order parameter related to the PORT methodology, Semi-parametric probability-weighted moments estimation revisited, Asymptotic comparison of the mixed moment and classical extreme value index estimators, The Latest Advances on the Hill Estimator and Its Modifications