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A New Estimator for a Tail Index · Study

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ArticleA New Estimator for a Tail Index

Vygantas I Paulauskas2003

Article2003

A New Estimator for a Tail Index

Vygantas I Paulauskas

26 citations·0/0 files stored·Acta Applicandae Mathematicae

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

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References

1989A Moment Estimator for the Index of an Extreme-Value Distribution 2001Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation 1985Kernel Estimates of the Tail Index of a Distribution 1998Selecting the optimal sample fraction in univariate extreme value estimation 2000How to make a Hill plot 1998Comparison of tail index estimators 1996Tail Index Estimation, Pareto Quantile Plots Regression Diagnostics 1999A Bootstrap-based Method to Achieve Optimality in Estimating the Extreme-value Index

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2008Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributionsarticle · 10 shared references 2001Confidence Intervals for the Tail Indexarticle · 8 shared references 2022Overview and Open Research Topics in Statistics of Univariate Extremesarticle · 7 shared references 2003Kernel-type estimators for the extreme value indexarticle · 7 shared references 2014Extreme Value Theory and Statistics of Univariate Extremes: A Reviewarticle · 6 shared references 1998Asymptotically unbiased estimators for the extreme-value indexarticle · 6 shared references

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Year2003

Typearticle

Published2003-10-01

VenueActa Applicandae Mathematicae

ISSN-L0167-8019

Languageen

Citations26

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1023/a:1025818424104

openalex_workW7969046

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