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Extreme Value Index Estimation by Means of an Inequality Curve

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

Subjects: Inequality; Property (programming); General Mathematics

• Source: MathematicsVolume 8Issue 10Mathematics, Vol 8, Iss 1834, p 1834 (2020)

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A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes

• Authors : Laurent Gardes;

Subjects: Statistics and Probability; Heteroscedasticity; Economics, Econometrics and Finance (miscellaneous)

• Source: ExtremesExtremes, Springer Verlag (Germany), 2015, 18 (3), pp.479--510. ⟨10.1007/s10687-015-0220-6⟩

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Tail product-limit process for truncated data with application to extreme value index estimation

• Authors : Djamel Meraghni; Abdelhakim Necir; Souad Benchaira

Subjects: Statistics and Probability; 05 social sciences; Economics, Econometrics and Finance (miscellaneous)

• Source: Extremes. 19:219-251

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A two-step estimator of the extreme value index

• Authors : Chen Zhou

Subjects: Statistics and Probability; Combinatorics; Astrophysics::High Energy Astrophysical Phenomena

• Source: Extremes. 11:281-302

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New estimators of the extreme value index under random right censoring, for heavy-tailed distributions

• Authors : Julien Worms; Rym Worms;

Subjects: Statistics and Probability; MSC 62G32, 62N02; randomly censored data

• Source: ExtremesExtremes, Springer Verlag (Germany), 2014, 17 (2), pp.337-358. ⟨10.1007/s10687-014-0189-6⟩

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Improved Estimation of the Extreme Value Index Using Related Variables

• Authors : John H. J. Einmahl; Hanan Ahmed;

Subjects: Statistics and Probability; tail dependence; asymptotic normality

• Source: Extremes, 22(4), 553-569. Springer Netherlands

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Priority statement and some properties of t-lgHill estimator

• Authors : Ludy Núñez Soza; Philipp Hermann; Zdeněk Fabián ...

Subjects: Statistics and Probability; Statement (computer science); T-lgHill estimator

• Source: ExtremesExtremes, Springer Verlag (Germany), 2020, 23 (3), pp.393--399. ⟨10.1007/s10687-020-00375-2⟩Extremes, New York : Springer, 2020, vol. 23, iss. 3, p. 493-499Extremes,

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Is human life limited or unlimited? (A discussion of the paper by Holger Rootzén and Dmitrii Zholud)

• Authors : Ana Ferreira; Fei Huang

Subjects: Statistics and Probability; Best fitting; Human life

• Source: Extremes. 21:373-382

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On the study of extremes with dependent random right-censoring

• Authors : Gilles Stupfler;

Subjects: Statistics and Probability; [ MATH ] Mathematics [math]; Statistics::Theory

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A general estimator for the right endpoint - with an application to supercentenarian women's records

• Authors : Isabel Fraga Alves; Cláudia Neves; Pedro Rosário

Subjects: Statistics and Probability; Extreme value theorem; Class (set theory)

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