Weak properties and robustness of t-Hill estimators-Reference-Cited by-同舟云学术

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Weak properties and robustness of t-Hill estimators

Published:2016-06-07 Issue:4 Volume:19 Page:591-626
ISSN:1386-1999
Container-title:Extremes
language:en
Short-container-title:Extremes

Author:

Jordanova Pavlina,Fabián Zdeněk,Hermann Philipp,Střelec Luboš,Rivera Andrés,Girard Stéphane,Torres Sebastián,Stehlík Milan

Publisher

Springer Science and Business Media LLC

Subject

Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s10687-016-0256-2.pdf

Reference48 articles.

1. Abermann, J., Kinnard, C., MacDonell, S.: Albedo variations and the impact of clouds on glaciers in the Chilean semi-arid andes. J. Glaciol. 60(219), 183–191 (2014)

2. Alves, M.F.: A location invariant hill-type estimator. Extremes 4(3), 199–217 (2001)

3. Beran, J., Schell, D.: On robust tail index estimation. Comput. Stat. Data Anal. 56(11), 3430–3443 (2012). doi: 10.1016/j.csda.2010.05.028

4. Beran, J., Schell, D., Stehlík, M.: The harmonic moment tail index estimator: asymptotic distribution and robustness. Ann. Inst. Stat. Math. 66, 193–220 (2014)

5. Billingsley, P.: Convergence of probability measures. John Wiley & Sons (2013)

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