An Estimator of the Exponent of Regular Variation Based on K-Record Values

Author:

Berred Alexandre M.

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference35 articles.

1. Regular Variation

2. On record values and the exponent of a distribution with regularly varying upper tail

3. Berred, A. M. On the estimation of the Pareto tail-index usingk-record values. Proceeding of the Extreme Value Theory and its Appliciations NIST. 1993. Edited by: Galambos, J., Lechner, J. and Simiu, E. pp.53–6. Maryland, USA: Gaithersburg.

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1. On the Maximum Likelihood Estimation of Extreme Value Index Based on k-Record Values;Journal of Probability and Statistics;2020-06-24

2. Characterizations of Univariate Continuous Distributions;Atlantis Studies in Probability and Statistics;2017

3. Extreme Value Distributions;Atlantis Studies in Probability and Statistics;2016

4. The number of records within a random interval of the current record value;Statistical Papers;2007-01

5. On the Fisher information in record data;Statistics & Probability Letters;2006-03

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