Tail Index Estimation in Models of Generalized Order Statistics

DOI10.1081/STA-200056851zbMath1073.62047OpenAlexW2088888402MaRDI QIDQ4681065

Frank Marohn

Publication date: 14 June 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-200056851

zbMATH Keywords

asymptotic normalitydomain of attractiontail indexgeneralized order statisticsHill estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (3)

Statistical learning theory for fitting multimodal distribution to rainfall data: an application ⋮ Domains of attraction of asymptotic distributions of extreme generalized order statistics ⋮ Estimating the index of a stable law via the pot-method

Cites Work

• Extreme value theory of generalized order statistics
• Approximate distributions of order statistics. With applications to nonparametric statistics
• A simple general approach to inference about the tail of a distribution
• Strong domain of attraction of extreme generalized order statistics
• A concept of generalized order statistics
• On the convergence rates of extreme generalized order statistics

This page was built for publication: Tail Index Estimation in Models of Generalized Order Statistics