Generalized jackknife semi-parametric estimators of the tail index

zbMath1020.62044MaRDI QIDQ1871549

M. João Martins, M. Ivette Gomes, M. Manuela Neves

Publication date: 22 September 2003

Published in: Portugaliae Mathematica. Nova Série (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/50313

zbMATH Keywords

generalized jackknifeextremessemi-parametric estimation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)

Related Items (5)

Bias reduction and explicit semi-parametric estimation of the tail index ⋮ Bias correction in extreme value statistics with index around zero ⋮ An estimator of heavy tail index through the generalized jackknife methodology ⋮ A review of more than one hundred Pareto-tail index estimators ⋮ Subsampling techniques and the jackknife methodology in the estimation of the extremal index

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