Extended Extreme Value Models and Adaptive Estimation of the Tail Index
- 1 January 1989
- book chapter
- Published by Springer Nature
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- On Asymptotic Normality of Hill's Estimator for the Exponent of Regular VariationThe Annals of Statistics, 1985
- Adaptive Estimates of Parameters of Regular VariationThe Annals of Statistics, 1985
- A Simple General Approach to Inference About the Tail of a DistributionThe Annals of Statistics, 1975
- Asymptotic inference about a density function at an end of its rangeNaval Research Logistics Quarterly, 1971