Concepedia

Kernel estimators for the second order parameter in extreme value statistics

Yuri Goegebeur, Jan Beirlant, Tertius de Wet

Journal of Statistical Planning and Inference · 2010 · 61 citations · 20 references

DOI

Concepts

References

20

A Moment Estimator for the Index of an Extreme-Value Distribution

Arnold Dekkers, J.H.J. Einmahl, Laurens de Haan · The Annals of Statistics · 1989 · 699 citations · Full text

, , +11

Extreme Value Theory: An Introduction

George Michailidis, Stilian Stoev · Technometrics · 2007 · 532 citations

, , +10

Statistics of Extremes: Theory and Applications

Nicole A. Lazar · Technometrics · 2005 · 522 citations

, , +9

On the theory of order statistics

A. Rényi · Acta Mathematica Academiae Scientiarum Hungaricae · 1953 · 385 citations

, , +11

Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation

Herman Chernoff, Joseph L. Gastwirth, M. V. Johns · The Annals of Mathematical Statistics · 1967 · 324 citations · Full text

, , +15