Similar Search Results - EconBiz

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

Comparison of tail index estimators

Haan, Laurens de; Peng, Liang - 1995

Persistent link: https://www.econbiz.de/10000560735

A bootstrap-based method to achieve optimality in estimating the extreme-value index

Haan, Laurens de; Peng, Liang; Pereira, T. Themido - 1997

Estimators of the extreme-value index are based on a set of upper order statistics. We present an adaptivemethod to choose the number of order statistics involved in an optimal way, balancing variance and biascomponents. Recently this has been achieved for the similar but somewhat less involved...

Persistent link: https://www.econbiz.de/10010342310

Consistent empirical estimators of multivariate extreme value distribution

Haan, Laurens de; Resnick, Sidney I. - 1991

Persistent link: https://www.econbiz.de/10000842077

Comparison of tail index estimators

Haan, Laurens de; Lian, Peng - 1994

Persistent link: https://www.econbiz.de/10000908363

Comparison of tail index estimators

Haan, Laurens de; Lian, Peng - 1995

Persistent link: https://www.econbiz.de/10000910491

On asymptotic normality of the hill estimator

Haan, Laurens de; Resnick, Sidney I. - 1996

Persistent link: https://www.econbiz.de/10000941231

How to make a Hill plot

Drees, Holger; Haan, Laurens de; Resnick, Sidney I. - 1998

Persistent link: https://www.econbiz.de/10000991204

Penultimate approximation for Hill's estimator

Cheng, Shihong; Haan, Laurens de - 1999

Persistent link: https://www.econbiz.de/10001412089

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

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