Generalized Pickands' estimators for the tail index parameter and max-semistability
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Publication:906627
DOI10.1007/s10687-010-0123-5zbMath1329.62224MaRDI QIDQ906627
Sandra Dias, Luísa Canto e Castro
Publication date: 22 January 2016
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-010-0123-5
geometrically growing sequence; ratio of differences of order statistics; generalized Pickands' estimator; max-semistable laws
62F12: Asymptotic properties of parametric estimators
62G32: Statistics of extreme values; tail inference
Related Items
Extreme Value Theory and Statistics of Univariate Extremes: A Review, Looking for max-semistability: a new test for the extreme value condition, Random fields and random sampling
Cites Work
- Asymptotic distribution of certain statistics relevant to the fitting of max-semistable models
- Estimation of the tail parameter in the domain of attraction of an extremal distribution
- On Max-Multiscaling Distributions as Extended Max-Semistable Ones
- Rarely Observed Sample Maxima
- On Stochastic Evolution Equations with Stochastic Boundary Conditions