Results 131 to 140 of about 239,604 (162)

Competitive estimation of the extreme value index

Statistics & Probability Letters, 2016
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Gomes, M. Ivette, Henriques-Rodrigues, Lígia   +1 more
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K-record values and the extreme-value index

Journal of Statistical Planning and Inference, 1995
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An estimator for the extreme-value index

Communications in Statistics - Theory and Methods, 1996
Asymptotic normally is derived for a new estimator of the extreme value index under certain conditions.
Draisma, Gerrit, de Haan, Laurens
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Local Asymptotic Normality in Extreme Value Index Estimation

Annals of the Institute of Statistical Mathematics, 1997
The author studied the estimation of an exteme value index. A local asymptotic normality result is established for estimation of the extreme value index in local extreme value models, i.e. in the \(\delta\)-neighborhood of generalized Pareto distributions.
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Improving Asymptotically Unbiased Extreme Value Index Estimation

2018
The extreme value index characterizes the tail behaviour of a distribution, and indicates the size and frequency of certain extreme events under a given probability model. In this work, we are interested in improvements attained through the reduction of bias of the extreme value index estimators related to Lehmer’s mean of the log-excesses.
Frederico Caeiro, Ivanilda Cabral, M. Ivette Gomes   +2 more
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Single‐index models for extreme value index regression

Statistica Neerlandica
ABSTRACT Since the extreme value index (EVI) controls the tail behavior of the distribution function, the estimation of EVI is a very important topic in extreme value theory. Recent contributions have focused on nonparametric regression approaches with covariates for the estimation of EVI.
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Extreme Values of Non-Stationary Sequences and the Extremal Index.

1982
Abstract : The conditions used to generalize the extreme value theory for stationary random sequences to non-stationary sequences are studied with respect to their necessity. The authors find that the extremal index, defined in the stationary case, plays a similar role in the non-stationary case.
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Tetracyclic graphs with extremal values of Randić index

Bollettino dell'Unione Matematica Italiana, 2015
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T. Dehghan-Zadeh, A. R. Ashrafi, N. Habibi   +2 more
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Reduced‐bias kernel estimators of a positive extreme value index

Mathematical Methods in the Applied Sciences, 2019
In this paper, we deal with the semi‐parametric estimation of the extreme value index, an important parameter in extreme value analysis. It is well known that many classic estimators, such as the Hill estimator, reveal a strong bias. This problem motivated the study of two classes of kernel estimators.
Frederico Caeiro, Lígia Henriques‐Rodrigues   +1 more
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Extreme Value Index Estimation in the Extreme Value Theorem under Non-Linear Normalization

American Journal of Mathematical and Management Sciences, 2023
O. M. Khaled, H. M. Barakat, N. Khalil Rakha   +2 more
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