Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling

DOI10.1080/03610926.2012.725263zbMath1347.62073OpenAlexW1971466730MaRDI QIDQ4929184

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

Publication date: 13 June 2013

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

Full work available at URL: https://doi.org/10.1080/03610926.2012.725263

zbMATH Keywords

bias reductionextreme value indexgeneralized jackknifestatistics of extremessemi-parametric estimation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

Related Items (6)

A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators ⋮ Competitive estimation of the extreme value index ⋮ New Reduced-bias Estimators of a Positive Extreme Value Index ⋮ A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators ⋮ The Latest Advances on the Hill Estimator and Its Modifications ⋮ Modeling extreme events: sample fraction adaptive choice in parameter estimation

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