Distributed inference for the extreme value index

DOI10.1093/BIOMET/ASAB001OpenAlexW3128216395MaRDI QIDQ5030124

Deyuan Li, Liujun Chen, Chen Zhou

Publication date: 15 February 2022

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asab001

zbMATH Keywords

extreme value indexdistributed inferencedistributed Hill estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Adapting the Hill estimator to distributed inference: dealing with the bias ⋮ Optimal weighted pooling for inference about the tail index and extreme quantiles

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