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Modified bisection algorithm in estimating the extreme value index under random censoring

• Authors : Kouider, Mohammed Ridha; Idiou, Nesrine; Fatah, Benatia

Subjects: Extreme value index; Random censoring; Generalized pareto distributions

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Improving the bias of a pseudo-maximum likelihood estimate of the extreme value index by k-records

• Authors : Abderrahim Louzaoui; Mohamed El Arrouchi

Subjects: Extreme value index; k-Record values; Maximum likelihood estimation

• Source: Journal of Statistical Theory and Applications (JSTA), Vol 22, Iss 1-2, Pp 54-69 (2023)

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Extreme Value Index Estimation for Pareto-Type Tails under Random Censorship and via Generalized Means

• Authors : M. Ivette Gomes; Lígia Henriques-Rodrigues; M. Manuela Neves

Subjects: extreme value theory; generalized means; random censoring

• Source: Applied Sciences, Vol 14, Iss 19, p 8671 (2024)

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Latent model extreme value index estimation

• Authors : Virta, Joni; Lietzén, Niko; Viitasaari, Lauri ...

Subjects: Blind source separation; Hill estimator; Independent component analysis

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Latent model extreme value index estimation

• Authors : Virta, Joni; Lietzén, Niko; Viitasaari, Lauri ...

• Source: Journal of Multivariate Analysis ; volume 202, page 105300 ; ISSN 0047-259X

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Robust estimation of the extreme value index of Pareto-type distributions under random truncation with applications

• Authors : Djabrane, Yahia; Abida, Zahnit; Brahim, Brahimi

Subjects: Extreme value index; Extreme quantiles; Random right-truncation

• Source: Pakistan Journal of Statistics and Operation Research; Vol. 17 No. 1, 2021; 235-245 ; 2220-5810 ; 1816-2711 ; 10.18187/pjsor.v17i1

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Extreme value index estimation by means of an inequality curve

• Authors : Taufer, Emanuele; Santi, Flavio; Inverardi, Pier Luigi Novi ...

Subjects: Bootstrap; Extreme value index; Inequality curve

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Extreme value index estimation by means of an inequality curve

• Authors : Taufer E.; Santi F.; Novi Inverardi P. L. ...

Subjects: Bootstrap; Extreme value index; Inequality curve

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Extreme Value Index Estimation by Means of an Inequality Curve

• Authors : Emanuele Taufer; Flavio Santi; Pier Luigi Novi Inverardi

Subjects: extreme value index; inequality curve; non-parametric estimation

• Source: Mathematics; Volume 8; Issue 10; Pages: 1834

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Extreme Value Index Estimation by Means of an Inequality Curve

• Authors : Emanuele Taufer; Flavio Santi; Pier Luigi Novi Inverardi

Subjects: extreme value index; inequality curve; non-parametric estimation

• Source: Mathematics, Vol 8, Iss 1834, p 1834 (2020)

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