๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

K-record values and the extreme-value index

โœ Scribed by Mohamed Berred


Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
422 KB
Volume
45
Category
Article
ISSN
0378-3758

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Asymptotically unbiased estimators for t
โœ L. Peng ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 327 KB

Estimators of the extreme-value index are based on a set of upper order statistics. When the number of upper-order statistics used in the estimation of the extreme-value index is small, the variance of the estimator will be large. On the other hand, the use of a large number of upper statistics will

Double-thresholded estimator of extreme
โœ Laurent Gardes ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 112 KB

The purpose of this Note is to propose an estimator of the extreme value index constructed by using only the number of points exceeding random thresholds. We prove the weak consistency and the asymptotic normality of this estimator. We deduce from this last result that the rate of convergence of our

Extreme values and meteorology
โœ J. Tiago de Oliveira ๐Ÿ“‚ Article ๐Ÿ“… 1986 ๐Ÿ› Springer ๐ŸŒ English โš– 850 KB
A general class of estimators of the ext
โœ Holger Drees ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 816 KB

We consider the class of estimators of the extreme value index [~ that can be represented as a scale invariant functional T applied to the empirical tail quantile function Q,. From an approximation of Q,, first asymptotic normality of T(Q~) is derived under quite natural smoothness conditions on 7"