Minimum‐variance reduced‐bias estimation of the extreme value index: A theoretical and empirical study-Reference-Cited by-同舟云学术

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Minimum‐variance reduced‐bias estimation of the extreme value index: A theoretical and empirical study

Published:2020-05-04 Issue:4 Volume:2 Page:
ISSN:2577-7408
Container-title:Computational and Mathematical Methods
language:en
Short-container-title:Comp and Math Methods

Author:

Caeiro Frederico¹²^ORCID,Henriques‐Rodrigues Lígia³⁴^ORCID,Gomes M. Ivette³⁵^ORCID,Cabral Ivanilda²⁶^ORCID

Affiliation:

1. Faculdade de Ciências e Tecnologia (FCT)Universidade Nova de Lisboa Portugal

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

3. Centro de Estatística e AplicaçõesUniversidade de Lisboa (CEAUL) Portugal

4. Departamento de Matemática, Escola de Ciências e TecnologiaUniversidade de Évora Portugal

5. DEIO, Faculdade de CiênciasUniversidade de Lisboa (FCUL) Portugal

6. Faculdade de Ciências e Tecnologia (FCT)Universidade de Cabo Verde Cabo Verde

Funder

Fundação para a Ciência e a Tecnologia

Publisher

Hindawi Limited

Subject

Computational Mathematics,Computational Theory and Mathematics,Computational Mechanics

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/cmm4.1101

Reference40 articles.

1. A Simple General Approach to Inference About the Tail of a Distribution

2. Laws of Large Numbers for Sums of Extreme Values

3. On Asymptotic Normality of Hill's Estimator for the Exponent of Regular Variation

4. On Tail Index Estimation Using Dependent Data

5. On asymptotic normality of the hill estimator

Cited by 2 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. Box-Cox Transformations and Bias Reduction in Extreme Value Theory;Computational and Mathematical Methods;2022-03-10

2. A class of weighted Hill estimators;Computational and Mathematical Methods;2021-05-03

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