Concepedia

A new partially reduced-bias mean-of-order<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si158.gif" display="inline" overflow="scroll"><mml:mi>p</mml:mi></mml:math>class of extreme value index estimators

M. Ivette Gomes, M. Fátima Brilhante, Frederico Caeiro, Dínis Pestana

Computational Statistics & Data Analysis · 2014 · 10 citations · 49 references

DOI

Concepts

References

49

Statistical Inference Using Extreme Order Statistics

James Pickands · The Annals of Statistics · 1975 · 3.6K citations

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A Simple General Approach to Inference About the Tail of a Distribution

Bruce M. Hill · The Annals of Statistics · 1975 · 3.1K citations · Full text

, , +15

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

On Some Simple Estimates of an Exponent of Regular Variation

Peter A. Hall · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1982 · 577 citations

, , +2

Extreme Value Theory: An Introduction

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

, , +10