Add to ORKGThe key issue of extreme-value theory is the estimation of a parameter γ, known as extreme value index. In this paper we review several extreme-value index estimators, ranging from the oldest ones to the most recent developments. Moreover, a smoothing procedure of these estimators are presented. A simulation study is conducted in order to compare the behaviour of the estimators and their smoothed alternatives. Maybe the most prominent results of this study is that no uniformly best estimator exists and that the behaviour of estimators depends on the value of the parameter γ itself
The extremal index θ is an important parameter in extreme value analysis when extending results fro...
In extreme value statistics, the extreme value index is a well-known parameter to measure the tail h...
International audienceThis paper presents new approaches for the estimation of the extreme value ind...
The key issue of extreme-value theory is the estimation of a parameter γ, known as extreme value ind...
Extreme-value theory and corresponding analysis is an issue extensively applied in many different fi...
Extreme-value theory and corresponding analysis is an issue extensively applied in many different fi...
All in-text references underlined in blue are linked to publications on ResearchGate, letting you ac...
Extreme-value theory and corresponding analysis is an issue extensively applied in many different fi...
A large part of the theory of extreme value index estimation is developed for positive extreme value...
In this article, we deal with semi-parametric corrected-bias estimation of a positive extreme value ...
A new class of estimators of the extreme value index is developed. It has a simple form and is asymp...
AbstractIn extreme value analysis, staring from Smith (1987) [1], the maximum likelihood procedure i...
One of the main goal of extreme value analysis is to estimate the probability of rare events given a...
The clustering of events can have a large impact on society. The extremal index $\theta$ tells how m...
Many examples in the most diverse fields of application show the need for statistical methods of ana...
The extremal index θ is an important parameter in extreme value analysis when extending results fro...
In extreme value statistics, the extreme value index is a well-known parameter to measure the tail h...
International audienceThis paper presents new approaches for the estimation of the extreme value ind...
The key issue of extreme-value theory is the estimation of a parameter γ, known as extreme value ind...
Extreme-value theory and corresponding analysis is an issue extensively applied in many different fi...
Extreme-value theory and corresponding analysis is an issue extensively applied in many different fi...
All in-text references underlined in blue are linked to publications on ResearchGate, letting you ac...
Extreme-value theory and corresponding analysis is an issue extensively applied in many different fi...
A large part of the theory of extreme value index estimation is developed for positive extreme value...
In this article, we deal with semi-parametric corrected-bias estimation of a positive extreme value ...
A new class of estimators of the extreme value index is developed. It has a simple form and is asymp...
AbstractIn extreme value analysis, staring from Smith (1987) [1], the maximum likelihood procedure i...
One of the main goal of extreme value analysis is to estimate the probability of rare events given a...
The clustering of events can have a large impact on society. The extremal index $\theta$ tells how m...
Many examples in the most diverse fields of application show the need for statistical methods of ana...
The extremal index θ is an important parameter in extreme value analysis when extending results fro...
In extreme value statistics, the extreme value index is a well-known parameter to measure the tail h...
International audienceThis paper presents new approaches for the estimation of the extreme value ind...
