A unification of tail estimators
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Publication:3978044
DOI10.1080/03610929008830477zbMath0738.62025OpenAlexW2037340120MaRDI QIDQ3978044
Publication date: 25 June 1992
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929008830477
quantile functiongeneralized Pareto distributionHill's estimatordensity- quantile functionexceedances over thresholdtail behavior modelunification of tail estimators
Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20)
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Cites Work
- On estimating the endpoint of a distribution
- Statistical inference using extreme order statistics
- A simple general approach to inference about the tail of a distribution
- Extreme value analysis of environmental time series: an application to trend detection in ground-level ozone. With comments and a rejoinder by the author
- Parameter and Quantile Estimation for the Generalized Pareto Distribution
- Nonparametric Statistical Data Modeling
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