Tail estimation based on numbers of near \(m\)-extremes

DOI10.1023/A:1024509818767zbMath1018.62040OpenAlexW32557739MaRDI QIDQ1405353

Samuel Müller

Publication date: 25 August 2003

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1024509818767

zbMATH Keywords

extreme value theorytail index estimationnear extremes

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)

Related Items (9)

Asymptotic behaviour of proportions of observations in random regions determined by central order statistics from stationary processes ⋮ Asymptotic behavior of proportions of observations falling to random regions determined by central order statistics ⋮ Characterization and goodness-of-fit test of Pareto and some related distributions based on near-order statistics ⋮ Some bounds for the expectations of functions on order statistics and their applications ⋮ An ergodic theorem for proportions of observations that fall into random sets determined by sample quantiles ⋮ Estimation of Tails and Related Quantities Using the Number of Near-Extremes ⋮ Large deviations for proportions of observations which fall in random sets determined by order statistics ⋮ Smooth tail-index estimation ⋮ Iterative estimation of the extreme value index

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