Tail index estimation based on linear combinations of intermediate order statistics

DOI10.1111/1467-9574.00048MaRDI QIDQ4354878zbMATH OpenOpenAlexFDO

Authors László Viharos

Publication date 17 September 1997

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9574.00048

zbMATH Keywords

asymptotic normalityextreme-value theorylinear combinations of intermediate order statisticsmean squared error

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Recommendations

• Estimators of the exponent of regular variation with universally normal asymptotic distributions
• Comparison of tail index estimators
• scientific article; zbMATH DE number 810905
• A class of new tail index estimators

Cited in

(7)

• Jackknife method for intermediate quantiles
• Estimators of the exponent of regular variation with universally normal asymptotic distributions
• Tail estimation based on numbers of near \(m\)-extremes
• Asymptotic distributions of linear combinations of intermediate order statistics
• scientific article; zbMATH DE number 5147265 (Why is no real title available?)
• scientific article; zbMATH DE number 810905 (Why is no real title available?)
• Empirical likelihood method for intermediate quantiles

This page was built for publication: Tail index estimation based on linear combinations of intermediate order statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4354878)