Location invariant Weiss-Hill estimator

DOI10.1007/s10687-011-0134-xzbMath1329.62233OpenAlexW2147347016MaRDI QIDQ906649

Chengxiu Ling, Saralees Nadarajah, Zuo Xiang Peng

Publication date: 22 January 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://www.research.manchester.ac.uk/portal/en/publications/location-invariant-weisshill-estimator(acc985bc-2d32-44bc-8c1a-a4fa65da2007).html

zbMATH Keywords

mean squared errorextreme value indexsecond order regular variationlocation invariant

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)

Related Items (6)

Heavy tail index estimation based on block order statistics ⋮ A location-invariant non-positive moment-type estimator of the extreme value index ⋮ Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ Unnamed Item ⋮ An estimator of heavy tail index through the generalized jackknife methodology ⋮ Second-order tail asymptotics of deflated risks

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