Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions-Reference-Cited by-同舟云学术

Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions

Published:2008-01-24 Issue:1 Volume:11 Page:3-34
ISSN:1386-1999
Container-title:Extremes
language:en
Short-container-title:Extremes

Author:

Gomes M. Ivette,Canto e Castro Luísa,Fraga Alves M. Isabel,Pestana Dinis

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/s10687-007-0048-9.pdf

Reference136 articles.

1. Aarssen, K., de Haan, L.: On the maximal life span of humans. Mathematical Population Studies 4(4), 259–281 (1994)

2. Anderson, C.W.: Contributions to the asymptotic theory of extreme values. PhD Thesis, University of London (1971)

3. Araújo Santos, P., Fraga Alves, M.I., Gomes, M.I.: Peaks over random threshold methodology for tail index and quantile estimation. Revstat 4(3), 227–247 (2006)

4. Arnold, B., Balakrishnan, N., Nagaraja, H.N.: A First Course in Order Statistics. Wiley, New York (1992)

5. Balkema, A.A., de Haan, L.: Residual life time at great age. Ann. Probab. 2, 792–804 (1974)

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