Weiss-Hill estimator

DOI10.1007/BF02595832zbMath1044.62052MaRDI QIDQ5952303

M. Isabel Fraga Alves

Publication date: 28 February 2002

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

parameter estimationsimulationmean squared errorextreme value theoryextreme value index

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)

Related Items (3)

Location invariant heavy tail index estimation with block method ⋮ Location invariant Weiss-Hill estimator ⋮ Unnamed Item

Cites Work

• Unnamed Item
• A moment estimator for the index of an extreme-value distribution
• A simple general approach to inference about the tail of a distribution
• Estimation of the tail parameter in the domain of attraction of an extremal distribution
• Second-order regular variation and rates of convergence in extreme-value theory
• Statistical choice of extreme value domains of attraction — a comparative analysis
• Asymptotic inference about a density function at an end of its range
• A bootstrap-based method to achieve optimality in estimating the extreme-value index

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