Residual estimators

DOI10.1016/S0378-3758(00)00321-9MaRDI QIDQ5950618zbMATH OpenFDO

Authors Johan Segers

Publication date 2 January 2002

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0378-3758(00)00321-9

zbMATH Keywords

extreme value indexHill estimatororder statisticsregular variationresidual estimators

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

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Cites work

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Cited in

(24)

• Functional kernel estimators of large conditional quantiles
• Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models
• A class of semiparametric tail index estimators and its applications
• Limit laws for the norms of extremal samples
• On the estimation of the functional Weibull tail-coefficient
• Generalized Kernel Estimators for the Weibull-Tail Coefficient
• Estimation of Residual Effects in Repeated Measurements Designs
• Asymptotic distributions for weighted power sums of extreme values
• scientific article; zbMATH DE number 3947476 (Why is no real title available?)
• Residuals for relative risk regression
• Residuals Based Estimators of the Covariogram
• Killing Residual Measures
• Weiss-Hill estimator
• A review of more than one hundred Pareto-tail index estimators
• Semi-parametric estimation for heavy tailed distributions
• Asymptotic normality of location invariant heavy tail index estimator
• Improvements in the estimation of the Weibull tail coefficient: a comparative study
• Reliable alternative ways to manage the risk of extreme events
• Generalized Rényi statistics
• Heterogeneous extremes in the presence of random covariates and censoring
• A multivariate limit theorem for generalized Hill statistics
• The role of resampling methods and generalized means in extreme value theory
• Statistical analysis of the end-to-end delay of packet transfers in a peer-to-peer network
• A moment estimator for the index of an extreme-value distribution

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