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Semi-parametric estimation for heavy tailed distributions

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Cited by

2022Overview and Open Research Topics in Statistics of Univariate Extremes

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63 cited

2016Adapting extreme value statistics to financial time series: dealing with bias and serial dependence62 cited

2010Kernel estimators for the second order parameter in extreme value statistics59 cited

2011Adaptive estimation of heavy right tails: resampling-based methods in action44 cited

2013Nonparametric regression estimation of conditional tails: the random covariate case42 cited

2019A Review of More than One Hundred Pareto-Tail Index Estimators39 cited