A moment estimator for the index of an extreme-value distribution
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(only showing first 100 items - show all)- Parameter estimation of the generalized Pareto distribution. I
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- Selecting the optimal sample fraction in univariate extreme value estimation
- A functional law of the iterated logarithm for the dekkers-einmahl-de haan tail index estimator
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- On the estimation of the extreme-value index and large quantile estimation
- Estimation of the extreme value index and extreme quantiles under random censoring
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- A class of unbiased location invariant Hill-type estimators for heavy tailed distributions
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- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
- On tail index estimation using a sample with missing observations
- An improved method for forecasting spare parts demand using extreme value theory
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