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ArticleAdaptive estimation of heavy right tails: resampling-based methods in action

M. Ivette Gomes2011

Article2011

Adaptive estimation of heavy right tails: resampling-based methods in action

M. Ivette Gomes · Fernanda Figueiredo · Maria Manuela Neves

44 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 2001Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation 2001Statistical Analysis of Extreme Values: with Applications to Insurance, Finance, Hydrology and Other Fields 1999Tail Index Estimation and an Exponential Regression Model 1999Estimating a tail exponent by modelling departure from a Pareto distribution 1998Comparison of tail index estimators

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2016Threshold Selection in Extreme Value Analysis

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Year2011

Typearticle

Published2011-12-21

VenueExtremes

ISSN-L1386-1999

Languageen

Citations44

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1007/s10687-011-0146-6

openalex_workW2010302823

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