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Volumn 65, Issue 3, 2003, Pages 147-159

Censoring estimators of a positive tail index

Author keywords

Semi parametric estimation; Statistical theory of extremes

Indexed keywords


EID: 0347759854     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2003.07.011     Document Type: Article
Times cited : (8)

References (11)
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    • Selecting the optimal sample fraction in univariate extreme value estimation
    • Drees H. Kaufmann E. Selecting the optimal sample fraction in univariate extreme value estimation Stoch. Proc. Appl. 75 1998 149-172
    • (1998) Stoch. Proc. Appl. , vol.75 , pp. 149-172
    • Drees, H.1    Kaufmann, E.2
  • 4
    • 0003326493 scopus 로고
    • Regular variation, extensions and tauberian theorems
    • Center for Mathematics and Computer Science, Amsterdam, Netherlands
    • Geluk J. de Haan L. 1987 Regular variation, extensions and tauberian theorems. CWI Tract Vol. 40, Center for Mathematics and Computer Science, Amsterdam, Netherlands.
    • (1987) CWI Tract , vol.40
    • Geluk, J.1    de Haan, L.2
  • 5
    • 0013134878 scopus 로고    scopus 로고
    • Approximation by penultimate extreme value distributions
    • Gomes M.I. de Haan L. Approximation by penultimate extreme value distributions Extremes 2 1 1999 71-85
    • (1999) Extremes , vol.2 , Issue.1 , pp. 71-85
    • Gomes, M.I.1    de Haan, L.2
  • 6
    • 0013127441 scopus 로고    scopus 로고
    • The bootstrap methodology in statistical extremes - Choice of the optimal sample fraction
    • Gomes M.I. Oliveira O. The bootstrap methodology in statistical extremes - choice of the optimal sample fraction Extremes 4 4 2001 331-358
    • (2001) Extremes , vol.4 , Issue.4 , pp. 331-358
    • Gomes, M.I.1    Oliveira, O.2
  • 7
    • 0002639503 scopus 로고    scopus 로고
    • Alternatives to a semi-parametric estimator of parameters of rare events - The Jackknife methodology
    • Gomes M.I. Martins M.J. Neves M. Alternatives to a semi-parametric estimator of parameters of rare events - the Jackknife methodology Extremes 3 3 2000 207-229
    • (2000) Extremes , vol.3 , Issue.3 , pp. 207-229
    • Gomes, M.I.1    Martins, M.J.2    Neves, M.3
  • 8
    • 0032330687 scopus 로고    scopus 로고
    • Comparison of tail index estimators
    • de Haan L. Peng L. Comparison of tail index estimators Statist. Neerlandica 52 1998 60-70
    • (1998) Statist. Neerlandica , vol.52 , pp. 60-70
    • de Haan, L.1    Peng, L.2
  • 9
    • 0000817285 scopus 로고
    • Adaptive estimates of parameters of regular variation
    • Hall P. Welsh A.H. Adaptive estimates of parameters of regular variation Ann. Statist. 13 1985 331-341
    • (1985) Ann. Statist. , vol.13 , pp. 331-341
    • Hall, P.1    Welsh, A.H.2
  • 10
    • 0001263124 scopus 로고
    • A simple general approach to inference about the tail of a distribution
    • Hill B.M. A simple general approach to inference about the tail of a distribution Ann. Statist. 3 1975 1163-1174
    • (1975) Ann. Statist. , vol.3 , pp. 1163-1174
    • Hill, B.M.1
  • 11
    • 0000782528 scopus 로고
    • Laws of large numbers for sums of extreme values
    • Mason D.M. Laws of large numbers for sums of extreme values Ann. Probab. 10 1982 754-774
    • (1982) Ann. Probab. , vol.10 , pp. 754-774
    • Mason, D.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.