Iterative estimation of the extreme value index
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Publication:812978
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Cites work
- scientific article; zbMATH DE number 1667428 (Why is no real title available?)
- A new estimator for a tail index
- Approximate distributions of order statistics. With applications to nonparametric statistics
- Estimating tails of probability distributions
- Extreme quantile estimation in -neighborhoods of generalized Pareto distributions
- Maximum likelihood estimation in a class of nonregular cases
- On estimating the endpoint of a distribution
- On optimising the estimation of high quantiles of a probability distribution
- Some Best Parameter Estimates for Distributions with Finite Endpoint
- Statistical inference using extreme order statistics
- Sur la distribution limite du terme maximum d'une série aléatoire
- Tail estimation based on numbers of near \(m\)-extremes
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
- scientific article; zbMATH DE number 597912 (Why is no real title available?)
- On variances and covariances of a kind of extreme order statistics
- A two-step estimator of the extreme value index
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