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Search: subject:"Extreme value index"
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Extreme value index
18
Estimation theory
10
Schätztheorie
10
Statistical distribution
10
Statistische Verteilung
10
Ausreißer
9
Outliers
9
extreme value index
9
Hill estimator
5
Asymptotic normality
4
regular variation
4
Capital income
3
Extreme-value index
3
Kapitaleinkommen
3
Probability theory
3
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3
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3
Semi-parametric estimation
3
Smoothing modification
3
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3
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Estimation
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Moment frontier
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heavy tails
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rank size regression
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Daouia, Abdelaati
4
Guillou, Armelle
4
Panaretos, John
4
Schluter, Christian
4
Tsourti, Zoi
4
Beirlant, Jan
3
Girard, Stéphane
3
Ahmed, Hanan
2
Einmahl, John H. J.
2
Litvinova, Svetlana
2
Silvapulle, Mervyn J.
2
AghaKouchak, Amir
1
Alves, M.
1
Carbonez, An
1
Chavez-Demoulin, Valérie
1
Chen Zhou
1
De Spiegeleer, Jan
1
Dierckx, Goedele
1
Dominicy, Yves
1
Einmahl, Jesson J.
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Einmahl, John
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Fils-Villetard, A.
1
Florens, Jean-Pierre
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Glänzel, Wolfgang
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Haan, Laurens de
1
Haeusler, E.
1
Heikilä, Matias
1
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Hoga, Yannick
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Hubert, Mia
1
Ilmonen, Pauliina
1
Leemans, Herlinde
1
Maiboroda, Rostislav
1
Maribe, G.
1
Markovich, Natalia
1
Marohn, Frank
1
Miaomiao, Liu
1
Mougeot, Mathilde
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Nadarajah, Saralees
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
Tilburg University, Center for Economic Research
2
Toulouse School of Economics (TSE)
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4
Annals of the Institute of Statistical Mathematics
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Journal of Econometrics
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Mathematics and Computers in Simulation (MATCOM)
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TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
1
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Water Resources Management
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RePEc
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ECONIS (ZBW)
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EconStor
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31
Estimation of heavy-tailed probability density function with application to Web data
Maiboroda, Rostislav
;
Markovich, Natalia
- In:
Computational Statistics
19
(
2004
)
4
,
pp. 569-592
Persistent link: https://www.econbiz.de/10005613228
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32
Weiss-Hill estimator
Alves, M.
- In:
TEST: An Official Journal of the Spanish Society of …
10
(
2001
)
1
,
pp. 203-224
Persistent link: https://www.econbiz.de/10005613361
Saved in:
33
Local Asymptotic Normality in
Extreme
Value
Index
Estimation
Marohn, Frank
- In:
Annals of the Institute of Statistical Mathematics
49
(
1997
)
4
,
pp. 645-666
Persistent link: https://www.econbiz.de/10005616231
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