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A Location Invariant Hill-Type Estimator
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A Location Invariant Hill-Type Estimator (2001)A Location Invariant Hill-Type EstimatorStatistical Analysis of Extreme Values (2007)Statistical Analysis of Extre…Estimating the tail index (1998)Estimating the tail indexComparison of tail index estimators (1998)Comparison of tail index esti…Heavy tail modeling and teletraffic data: special invited paper (1997)Heavy tail modeling and telet…Heavy Tail Modelling and Teletraffic Data (1995)Heavy Tail Modelling and Tele…A Moment Estimator for the Index of an Extreme-Value Distribution (1989)A Moment Estimator for the In…On Asymptotic Normality of Hill's Estimator for the Exponent of Regular Variation (1985)On Asymptotic Normality of Hi…Slow Variation and Characterization of Domains of Attraction (1984)Slow Variation and Characteri…On Some Simple Estimates of an Exponent of Regular Variation (1982)On Some Simple Estimates of a…A Review of More than One Hundred Pareto-Tail Index Estimators (2019)A Review of More than One Hun…The Variation of Certain Speculative Prices (1963)Cours d'économie politique (1964)The variation of certain speculative prices (1997)Estimating the mean of a heavy tailed distribution (2001)Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (2008)Overview and Open Research Topics in Statistics of Univariate Extremes (2022)From value at risk to stress testing: The extreme value approach (2000)An Introduction to Statistical Modeling of Extreme Values (2001)Extreme value theory and Value-at-Risk: Relative performance in emerging markets (2004)Stochastic Dynamics of Marine Structures (2012)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Extreme Values, Regular Variation and Point Processes (1987)Modelling of extremal events in insurance and finance (1994)A Dynamic Mixture Model for Unsupervised Tail Estimation without Threshold Selection (2002)The extremogram: A correlogram for extreme events (2009)Extreme Value Theory and Statistics of Univariate Extremes: A Review (2014)Laws of Large Numbers for Sums of Extreme Values (1982)Smoothing the Hill Estimator (1997)Tail index estimation for dependent data (1998)Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents (2006)Human behavior and the principle of least effort: An introduction to human ecology. By George Kingsley Zipf. Pp. xi, 573. Cambridge, Mass.: Addison-Wesley Press, 1949. (1950)Power laws, Pareto distributions and Zipf's law (2005)Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets (1994)Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation (2001)Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents (2009)Limit theory for bilinear processes with heavy-tailed noise (1996)Discussion of the Danish Data on Large Fire Insurance Losses (1997)Tail Index Estimation and an Exponential Regression Model (1999)A Conditional Approach for Multivariate Extreme Values (with Discussion) (2004)The Bootstrap Methodology in Statistics of Extremes—Choice of the Optimal Sample Fraction (2001)On the tails of extreme event distributions in hydrology (2008)Max Domains of Attraction of Univariate and Multivariate p -Max Stable Laws (1993)A simple generalisation of the Hill estimator (2012)A survey of rare event simulation methods for static input–output models (2014)
this work references cited by second hop

References

  • 1989A Moment Estimator for the Index of an Extreme-Value Distribution697 cited
  • 1982On Some Simple Estimates of an Exponent of Regular Variation564 cited
  • 2007Statistical Analysis of Extreme Values523 cited
  • 1997Heavy tail modeling and teletraffic data: special invited paper288 cited
  • 1998Comparison of tail index estimators226 cited
  • 1985On Asymptotic Normality of Hill's Estimator for the Exponent of Regular Variation214 cited
  • 1995Heavy Tail Modelling and Teletraffic Data186 cited
  • 1984Slow Variation and Characterization of Domains of Attraction90 cited
  • 1998Estimating the tail index63 cited

Cited by

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

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