scientific article; zbMATH DE number 6775510

zbMath1369.62106MaRDI QIDQ5357866

B. G. Manjunath, M. Ivette Gomes, Lígia Henriques-Rodrigues

Publication date: 18 September 2017

Full work available at URL: https://www.ine.pt/revstat/pdf/rs160303.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Monte Carlo simulationheavy tailsstatistics of extremesoptimal levelsbootstrap and/or heuristic threshold selectionlocation/scale invariant semi-parametric estimation

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

Related Items (6)

Competitive estimation of the extreme value index ⋮ Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation ⋮ Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework ⋮ A review of more than one hundred Pareto-tail index estimators ⋮ Dichotomous unimodal compound models: application to the distribution of insurance losses ⋮ A class of location invariant estimators for heavy tailed distributions

This page was built for publication: