SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

A Location Invariant Hill-Type Estimator · Study

ArticleShelves

ArticleA Location Invariant Hill-Type Estimator

Isabel Fraga Alves2001

Article2001

A Location Invariant Hill-Type Estimator

Isabel Fraga Alves

47 citations·0/0 files stored·Extremes

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

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

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 47 citations exist upstream.

References

1989A Moment Estimator for the Index of an Extreme-Value Distribution 1982On Some Simple Estimates of an Exponent of Regular Variation 2007Statistical Analysis of Extreme Values 1997Heavy tail modeling and teletraffic data: special invited paper 1998Comparison of tail index estimators 1985On Asymptotic Normality of Hill's Estimator for the Exponent of Regular Variation 1995Heavy Tail Modelling and Teletraffic Data 1984Slow Variation and Characterization of Domains of Attraction

Cited by

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

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2008Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributionsarticle · 6 shared references 2022Overview and Open Research Topics in Statistics of Univariate Extremesarticle · 5 shared references 2019A Review of More than One Hundred Pareto-Tail Index Estimatorsarticle · 5 shared references 2004Semiparametric lower bounds for tail index estimationarticle · 5 shared references 2012A simple generalisation of the Hill estimatorarticle · 4 shared references 1998Estimating the tail indexchapter · 4 shared references

Details

Year2001

Typearticle

Published2001-09-01

VenueExtremes

ISSN-L1386-1999

Languageen

Citations47

Files0 public / 0

ShelfProbability and Risk Models

Identifiers

doi10.1023/a:1015226104400

openalex_workW28389390

Links

Imported from OpenAlex (CC0) — nothing here is generated.