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Hill estimator and extreme quantile estimator for functionals of approximated stochastic processes

• Authors : Pere, Jaakko; Avelin, Benny; Garino, Valentin

Subjects: Mathematics - Statistics Theory; Mathematics - Probability; 62G32, 60G70

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Adapting the Hill estimator to distributed inference: dealing with the bias

• Authors : Chen, Liujun; Li, Deyuan; Zhou, Chen

Subjects: Statistics - Methodology

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Abelian and Tauberian Theorems on the Bias of the Hill Estimator

• Authors : Segers, Johan

• Source: Scandinavian Journal of Statistics, 2002 Sep 01. 29(3), 461-483.

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Adapting the Hill estimator to distributed inference:dealing with the bias

Subjects: article

• Source: Chen , L , Li , D & Zhou , C 2022 , ' Adapting the Hill estimator to distributed inference : dealing with the bias ' , Extremes , vol. 25

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Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data

• Authors : Bhattacharya, Shrijita; Kallitsis, Michael; Stoev, Stilian

Subjects: Statistics - Methodology

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Consistency of the Hill Estimator for Time Series Observed with Measurement Errors.

• Authors : Kim, Mihyun¹ (AUTHOR); Kokoszka, Piotr¹ (AUTHOR)

• Source: Journal of Time Series Analysis. May2020, Vol. 41 Issue 3, p421-435. 15p.

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Trimming the Hill estimator: robustness, optimality and adaptivity

• Authors : Bhattacharya, Shrijita; Kallitsis, Michael; Stoev, Stilian

Subjects: Statistics - Methodology

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On Asymptotic Properties of the Separating Hill Estimator

• Authors : Heikkilä, Matias; Dominicy, Yves; Ilmonen, Pauliina

Subjects: Mathematics - Statistics Theory; 60G70, 62H12

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Asymptotic normality of Hill Estimator for truncated data

• Authors : Chakrabarty, Arijit

Subjects: Mathematics - Statistics Theory; Mathematics - Probability; 62G32

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Hill estimator of projections of functional data on principal components.

• Authors : Kim, Mihyun¹ (AUTHOR); Kokoszka, Piotr¹ (AUTHOR)

• Source: Statistics. Aug2019, Vol. 53 Issue 4, p699-720. 22p.

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