Smoothing the moment estimator of the extreme value parameter
From MaRDI portal
Publication:1294786
DOI10.1023/A:1009925716617zbMath0921.62028OpenAlexW2158695583MaRDI QIDQ1294786
Cătălin Stărică, Sidney I. Resnick
Publication date: 12 August 1999
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1009925716617
extreme value distributionsdomain of attractionmoment estimatorsextreme value parameterssmoothed estimationtail of empirical processes
Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70)
Related Items (7)
Truncated estimation of ratio statistics with application to heavy tail distributions ⋮ Averages of Hill estimators ⋮ Extreme-value analysis of teletraffic data ⋮ Reiss and Thomas' automatic selection of the number of extremes ⋮ Estimation of heavy-tailed probability density function with applications to Web data ⋮ Inference for the limiting cluster size distribution of extreme values ⋮ Abelian and Tauberian Theorems on the Bias of the Hill Estimator
This page was built for publication: Smoothing the moment estimator of the extreme value parameter
