On the comparison of several classical estimators of the extreme value index-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

On the comparison of several classical estimators of the extreme value index

Published:2020-04-10 Issue:1 Volume:51 Page:179-196
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Cabral Ivanilda¹²,Caeiro Frederico²³,Gomes M. Ivette⁴⁵

Affiliation:

1. Faculdade de Ciências e Tecnologia, Universidade de Cabo Verde, Praia, Cape Verde

2. Centro de Matemática e Aplicações (CMA), Universidade Nova de Lisboa, Lisbon, Portugal

3. Faculdade de Ciências e Tecnologia (FCT), Universidade Nova de Lisboa, Lisbon, Portugal

4. DEIO, Faculdade de Ciências, Universidade de Lisboa, Lisbon, Portugal

5. Centro de Estatística e Aplicações da Universidade de Lisboa (CEAUL), Lisbon, Portugal

Funder

FCT–Fundação para a Ciência e a Tecnologia

CEA/UL

CMA/UNL

Fundação Calouste Gulbenkian

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2020.1746970

Reference31 articles.

1. Estimation of the extreme-value index and generalized quantile plots

2. Excess Functions and Estimation of the Extreme-Value Index

3. Statistics of Extremes

4. The harmonic moment tail index estimator: asymptotic distribution and robustness

Cited by 6 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

1. Reduced bias estimation of the shape parameter of the log-logistic distribution;Journal of Computational and Applied Mathematics;2024-01

2. Reliable Alternative Ways to Manage the Risk of Extreme Events;Springer Proceedings in Mathematics & Statistics;2023

3. Small failure probability: principles, progress and perspectives;Structural and Multidisciplinary Optimization;2022-11

4. Asymptotic Prediction for Future Observations of a Random Sample of Unknown Continuous Distribution;Complexity;2022-04-15

5. A new class of distributions on the whole real line based on the continuous iteration approach;Communications in Statistics - Theory and Methods;2021-10-17

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3