A Sieve model for extreme values
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Publication:5219387
DOI10.1080/00949655.2012.761218zbMath1453.62485OpenAlexW2031529247MaRDI QIDQ5219387
Publication date: 11 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2012.761218
heavy-tailed distributionsextreme value theorypower lawPareto distributionhurricanestruncated Pareto distributionconservation biologyBlack Sea basssieve class of distributions
Cites Work
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- A simple general approach to inference about the tail of a distribution
- On methods of sieves and penalization
- Sur la distribution limite du terme maximum d'une série aléatoire
- Statistical inference for bounds of random variables
- Statistical Size Distributions in Economics and Actuarial Sciences
- Sieve Empirical Likelihood and Extensions of the Generalized Least Squares
- Sieve Extremum Estimates for Weakly Dependent Data
- Heavy-Tail Phenomena
- Parameter Estimation for the Truncated Pareto Distribution
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- A Test of Goodness of Fit
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