Author:
Dony Julia,Mason David M.
Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability
Reference19 articles.
1. Beirlant, J., Goegebeur, Y., Segers, J., Teugels, J.: Statistics of extremes: theory and applications. In: Wiley Series in Probability and Statistics. Wiley, New York (2004)
2. Caeiro, F., Gomes, M.I., Pestana, D.: Direct reduction of bias of the classical Hill estimator. Revstat 3(2), 113–136 (2005)
3. Csörgő, S., Mason, D.M.: Central limit theorems for sums of extreme values. Math. Proc. Camb. Philos. Soc. 98, 547–558 (1985)
4. Csörgő, S., Deheuvels, P., Mason, D.M.: Kernel estimates of the tail index of a distribution. Ann. Stat. 13, 1050–1077 (1985)
5. Deheuvels, P., Haeusler, E., Mason, D.M.: Almost sure convergence of the Hill estimator. Math. Proc. Camb. Philos. Soc. 104, 371–381 (1988)
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献