SCOPUS 정보 검색 플랫폼

Volumn 11, Issue 3, 2008, Pages 281-302

A two-step estimator of the extreme value index

Author keywords

Extreme value index; Maximum likelihood; Shift and scale invariant estimator

Indexed keywords

EID: 49249113100 PISSN: 13861999 EISSN: 1572915X Source Type: Journal
DOI: 10.1007/s10687-008-0058-2 Document Type: Article

Times cited : (6)

References (13)

1
- 0001072998
- Residual life time at great age
- A.A. Balkema L. de Haan 1974 Residual life time at great age Ann. Probab. 2 792 804
- (1974) Ann. Probab. , vol.2 , pp. 792-804
- Balkema, A.A.¹ De Haan, L.²

2
- 0030335268
- Tail index estimation, pareto quantile plots, and regression diagnostics
- J. Beirlant P. Vynckier J.L. Teugels 1996 Tail index estimation, pareto quantile plots, and regression diagnostics J. Am. Stat. Assoc. 91 1659 1667
- (1996) J. Am. Stat. Assoc. , vol.91 , pp. 1659-1667
- Beirlant, J.¹ Vynckier, P.² Teugels, J.L.³

4
- 0039470514
- Generalized regular variation of second order
- L. de Haan U. Stadtmüller 1996 Generalized regular variation of second order J. Aust. Math. Soc. Ser. A 61 381 395
- (1996) J. Aust. Math. Soc. Ser. a , vol.61 , pp. 381-395
- De Haan, L.¹ Stadtmüller, U.²

5
- 0001760675
- A moment estimator for the index of an extreme-value distribution
- A.L.M. Dekkers J.H.J. Einmahl L. de Haan 1989 A moment estimator for the index of an extreme-value distribution Ann. Stat. 17 1833 1855
- (1989) Ann. Stat. , vol.17 , pp. 1833-1855
- Dekkers, A.L.M.¹ Einmahl, J.H.J.² De Haan, L.³

6
- 0032361035
- On smooth statistical tail functionals
- H. Drees 1998 On smooth statistical tail functionals Scand. J. Statist. 25 187 210
- (1998) Scand. J. Statist. , vol.25 , pp. 187-210
- Drees, H.¹

7
- 22244474071
- On maximum likelihood estimation of the extreme value index
- H. Drees A. Ferreira L. de Haan 2004 On maximum likelihood estimation of the extreme value index Ann. Appl. Probab. 14 1179 1201
- (2004) Ann. Appl. Probab. , vol.14 , pp. 1179-1201
- Drees, H.¹ Ferreira, A.² De Haan, L.³

8
- 0000005110
- Sur la distribution limite du terme maximum d'une série aléatoire
- B. Gnedenko 1943 Sur la distribution limite du terme maximum d'une série aléatoire Ann. Math. 44 423 453
- (1943) Ann. Math. , vol.44 , pp. 423-453
- Gnedenko, B.¹

9
- 84952103052
- Computing maximum likelihood estimates for the generalized pareto distribution
- S.D. Grimshaw 1993 Computing maximum likelihood estimates for the generalized pareto distribution Technometrics 35 185 191
- (1993) Technometrics , vol.35 , pp. 185-191
- Grimshaw, S.D.¹

10
- 0001263124
- A simple general approach to inference about the tail of a distribution
- B.M. Hill 1975 A simple general approach to inference about the tail of a distribution Ann. Stat. 3 1163 1174
- (1975) Ann. Stat. , vol.3 , pp. 1163-1174
- Hill, B.M.¹

11
- 0023400777
- Parameter and quantile estimation for the generalized pareto distribution
- J. Hosking J. Wallis 1987 Parameter and quantile estimation for the generalized pareto distribution Technometrics 29 339 349
- (1987) Technometrics , vol.29 , pp. 339-349
- Hosking, J.¹ Wallis, J.²

12
- 0001075431
- Statistical inference using extreme order statistics
- J. Pickands III 1975 Statistical inference using extreme order statistics Ann. Stat. 3 119 131
- (1975) Ann. Stat. , vol.3 , pp. 119-131
- Pickands III, J.¹

13
- 0001258027
- Estimating tails of probability distributions
- R.L. Smith 1987 Estimating tails of probability distributions Ann. Stat. 15 1174 1207
- (1987) Ann. Stat. , vol.15 , pp. 1174-1207
- Smith, R.L.¹

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.