scientific article
From MaRDI portal
Publication:3540680
zbMath1149.62040MaRDI QIDQ3540680
M. Isabel Fraga Alves, Cláudia Neves, M. Ivette Gomes, Laurens De Haan
Publication date: 24 November 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Rate of growth of functions, orders of infinity, slowly varying functions (26A12)
Related Items (13)
Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application ⋮ A local moment type estimator for the extreme value index in regression with random covariates ⋮ Multivariate Hill Estimators ⋮ Mixed moment estimator and location invariant alternatives ⋮ Kernel estimation of extreme regression risk measures ⋮ Estimation of extreme value-at-risk: an EVT approach for quantile GARCH model ⋮ A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes ⋮ Tail dimension reduction for extreme quantile estimation ⋮ Asymptotic comparison of the mixed moment and classical extreme value index estimators ⋮ Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions ⋮ From extended regular variation to regular variation with application in extreme value statis\-tics ⋮ Lehmer's mean-of-order- p extreme value index estimation: a simulation study and applications ⋮ Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring
This page was built for publication:
