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ArticleMixed moment estimator and location invariant alternatives

Isabel Fraga Alves2008

Article2008

Mixed moment estimator and location invariant alternatives

Isabel Fraga Alves · M. Ivette Gomes · Laurens de Haan · Cláudia Neves

47 citations·0/0 files stored·Extremes

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Probability and Risk Models Statistical Distribution Estimation and Applications Statistical Methods and Inference

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References

2006Extreme Value Theory : An Introduction 2006Extreme value theory : an introduction 1989A Moment Estimator for the Index of an Extreme-Value Distribution 1987Estimating Tails of Probability Distributions 1984Statistical Extremes and Applications 1998On Smooth Statistical Tail Functionals 2007Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses 2007A Sturdy Reduced-Bias Extreme Quantile ( VaR ) Estimator

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2013On an improvement of Hill and some other estimators 2019A Review of More than One Hundred Pareto-Tail Index Estimators

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Year2008

Typearticle

Published2008-10-21

VenueExtremes

ISSN-L1386-1999

Languageen

Citations47

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1007/s10687-008-0073-3

openalex_workW1963608920

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