Generalized Pickands' estimators for the tail index parameter and max-semistability
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Publication:906627
DOI10.1007/S10687-010-0123-5zbMath1329.62224OpenAlexW2045922907MaRDI QIDQ906627
Sandra Dias, Luísa Canto e Castro
Publication date: 22 January 2016
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-010-0123-5
geometrically growing sequenceratio of differences of order statisticsgeneralized Pickands' estimatormax-semistable laws
Asymptotic properties of parametric estimators (62F12) Statistics of extreme values; tail inference (62G32)
Related Items (3)
Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ Random fields and random sampling ⋮ Looking for max-semistability: a new test for the extreme value condition
Cites Work
- Asymptotic distribution of certain statistics relevant to the fitting of max-semistable models
- Estimation of the tail parameter in the domain of attraction of an extremal distribution
- On Max-Multiscaling Distributions as Extended Max-Semistable Ones
- Rarely Observed Sample Maxima
- On Stochastic Evolution Equations with Stochastic Boundary Conditions
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