Semiparametric estimation of extremes

DOI10.1080/03610919908813566zbMath0968.62516OpenAlexW1999728860MaRDI QIDQ4490189

Nils Sødahl, Fred Godtliebsen

Publication date: 11 July 2000

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919908813566

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32) Nonparametric statistical resampling methods (62G09)

Related Items (1)

Finite sample properties of an adaptive density estimator

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Extremes and related properties of random sequences and processes
• On bandwidth variation in kernel estimates. A square root law
• Asymptotic theory for bootstrapping the extremes
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• Statistics of Extremes: An Alternate Method with Application to Bridge Design Codes
• Extreme Values from a Lognormal Law with Applications to Air Pollution Problems

This page was built for publication: Semiparametric estimation of extremes