Narrow search
Showing 1 - 10 of 25
Cover Image
A sturdy reduced-bias extreme quantile (VaR) estimator
Gomes, M. Ivette; Pestana, Dinis - In: Journal of the American Statistical Association : JASA 102 (2007) 477, pp. 280-292
Persistent link: https://www.econbiz.de/10003431156
Cover Image
Consistent empirical estimators of multivariate extreme value distribution
Haan, Laurens de; Resnick, Sidney I. - 1991
Persistent link: https://www.econbiz.de/10000842077
Cover Image
Comparison of tail index estimators
Haan, Laurens de; Lian, Peng - 1994
Persistent link: https://www.econbiz.de/10000908363
Cover Image
Comparison of tail index estimators
Haan, Laurens de; Lian, Peng - 1995
Persistent link: https://www.econbiz.de/10000910491
Cover Image
A bootstrap-based method to achieve optimality in estimating the extreme-value index
Haan, Laurens de; Peng, Liang; Pereira, T. Themido - 1997
Persistent link: https://www.econbiz.de/10000970300
Cover Image
On asymptotic normality of the hill estimator
Haan, Laurens de; Resnick, Sidney I. - 1996
Persistent link: https://www.econbiz.de/10000941231
Cover Image
How to make a Hill plot
Drees, Holger; Haan, Laurens de; Resnick, Sidney I. - 1998
Persistent link: https://www.econbiz.de/10000991204
Cover Image
Asymptotic properties of a correlation coefficient type statistic connected with the general linear model
Haan, Laurens de; Taconis-Haantjes, Elselien - 1975
Persistent link: https://www.econbiz.de/10001566513
Cover Image
Penultimate approximation for Hill's estimator
Cheng, Shihong; Haan, Laurens de - 1999
Persistent link: https://www.econbiz.de/10001412089
Cover Image
Uniform distance between the distribution function of Hill's estimator and the normal distribution function
Cheng, Shihong; Haan, Laurens de; Huang, Xin - 1993
Persistent link: https://www.econbiz.de/10000893853