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Kernel estimators for the second order parameter in extreme value statistics · Study

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Kernel estimators for the second order parameter in extreme value statistics

Yuri Goegebeur, Jan Beirlant, Tertius de Wet

2010-03-23articleJournal of Statistical Planning and Inference59 citationsclosed

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Probability and Risk Models Probability and Statistical Research Statistical Distribution Estimation and Applications

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References

2006Extreme value theory : an introduction

2004Statistics of Extremes: Theory and Applications

1989A Moment Estimator for the Index of an Extreme-Value Distribution

2007Extreme Value Theory: An Introduction

2005Statistics of Extremes: Theory and Applications

1999Tail Index Estimation and an Exponential Regression Model

1998Selecting the optimal sample fraction in univariate extreme value estimation

1999Estimating a tail exponent by modelling departure from a Pareto distribution

Details

Year2010

Typearticle

VenueJournal of Statistical Planning and Inference

Languageen

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Identifiers

doi10.1016/j.jspi.2010.03.029

openalex_workW1997154606

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