A moment estimator for the index of an extreme-value distribution
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- Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework
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- The mean residual life function at great age: Applications to tail estimation
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- Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data
- Tail index estimation in the presence of long-memory dynamics
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- Asymptotic normality of extreme value estimators on \(C[0,1]\)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review
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- The extent of the maximum likelihood estimator for the extreme value index
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- Properties of Hill's estimator of extreme value index for impure samples
- Estimation of the extreme value index and extreme quantiles under random censoring
- Approximate moments of extremes
- A bootstrap-based method to achieve optimality in estimating the extreme-value index
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- Selecting the optimal sample fraction in univariate extreme value estimation
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- A local moment type estimator for the extreme value index in regression with random covariates
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- Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring
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- Bias reduction in risk modelling: semi-parametric quantile estimation
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- A class of Pickands-type estimators for the extreme value index
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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
- On tail index estimation using a sample with missing observations
- Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts
- Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach
- Refined pickands estimators wtth bias correction
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