Iterative estimation of the extreme value index
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Publication:812978
DOI10.1007/S11009-005-1487-XzbMATH Open1078.62054OpenAlexW2038810760MaRDI QIDQ812978FDOQ812978
Authors: Samuel Müller, J. Hüsler 
Publication date: 30 January 2006
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://boris.unibe.ch/117853/1/11009_2005_Article_1487.pdf
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Cites Work
- Statistical inference using extreme order statistics
- Maximum likelihood estimation in a class of nonregular cases
- Estimating tails of probability distributions
- Sur la distribution limite du terme maximum d'une série aléatoire
- On optimising the estimation of high quantiles of a probability distribution
- Approximate distributions of order statistics. With applications to nonparametric statistics
- Title not available (Why is that?)
- A new estimator for a tail index
- Some Best Parameter Estimates for Distributions with Finite Endpoint
- On estimating the endpoint of a distribution
- Tail estimation based on numbers of near \(m\)-extremes
- Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions
Cited In (7)
- Smooth tail-index estimation
- Fixed point iteration for estimating the parameters of extreme value distributions
- On dealing with the unknown population minimum in parametric inference
- Location invariant Weiss-Hill estimator
- Title not available (Why is that?)
- On variances and covariances of a kind of extreme order statistics
- A two-step estimator of the extreme value index
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