Results 1 to 10 of about 1,023,504 (281)

On asymptotic normality of the hill estimator [PDF]

Stochastic Models, 1998
For iid observations from a common distribution Fwith regularly varying tail , a popular estimator of α is the Hill estimator. Regular variation of the distribution tail is equivalent to weak consistency of the Hill estimator in a manner made precise in Mason (1982) but necessary and sufficient conditions for asymptotic normality of this estimator are ...
Laurens de Haan, Sidney Resnick
exaly   +4 more sources

Penultimate Approximation for Hill's Estimator [PDF]

Scandinavian Journal of Statistics, 2001
We prove that the probability distribution of Hill's estimator can be better approximated by a series of appropriate gamma distributions than by the limiting normal distribution.
L de Haan
exaly   +5 more sources

Inference about the Tail of a Distribution: Improvementon the Hill Estimator [PDF]

International Journal of Mathematics and Mathematical Sciences, 2010
The Hill estimator is often used to infer the power behavior in tails of experimental distribution functions. This estimator is known to produce bad results in certain situations which have lead to the so-called Hill horror plots.
Jean Nuyts
doaj   +4 more sources

Weak properties and robustness of t-Hill estimators [PDF]

Extremes, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Pavlina Jordanova, Andrés Rivera, Luboš Střelec   +2 more
exaly   +9 more sources

Deciphering spatiotemporal rainfall dynamics and tele-connections of West Bengal using conventional and innovative approaches: evidence of rising hydro-climatic stress [PDF]

Scientific Reports
Precipitation is primarily administered by the monsoon wind system across the Indian subcontinent. The inherent rainfall variability poses significant challenges in making appropriate water resources management decisions under rainfed agricultural ...
Koushik Banerjee, K. G. Mandal, S. K. Purbey, Bappa Das, Shreya Nivesh, Vikas Paradkar, Ravi Kumar   +6 more
doaj   +2 more sources

Poster 211. Development and Validation of The BRACE (Bankart Risk Assessment & Clinical Estimator) Score – An International Multicenter Study [PDF]

Orthopaedic Journal of Sports Medicine
Objective: Arthroscopic Bankart repair (ABR) is the most widely performed surgical treatment for anterior shoulder instability, and the Instability Severity Index Score (ISIS), while widely used to guide surgical decision-making, has demonstrated ...
Eoghan T. Hurley PhD, MBBCH, Aaron D. Therien, Hannan Mullett, Luciano A. Rossi PhD, Dean C. Taylor MD, Lance E. LeClere MD, Bobby G. Yow MD, Brian C. Lau MD, Peter J. Millett, Matthew T. Provencher MD, MBA, Brett D. Owens MD, Jonathan F. Dickens MD   +11 more
doaj   +2 more sources

The Hill estimators under power normalization

Applied Mathematical Modelling, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
H M Barakat
exaly   +3 more sources

Normalising Transformation of the Hill Estimator

Australian and New Zealand Journal of Statistics
ABSTRACTWe present a normalising transformation of the Hill estimator to improve the convergence rate in finite‐sample performance. Our proposal for the normalising transformation is based on the higher order asymptotic expansion of the Hill estimator. The transformation is automatic and simple in computation. The resulting transformation theoretically
Yan Liu
exaly   +2 more sources

Distributed Trimmed Hill Estimator ()

Journal of Applied Mathematics and Physics, 2023
exaly   +2 more sources

A class of weighted Hill estimators

Computational and Mathematical Methods, 2021
In Statistics of Extremes, the estimation of the extreme value index is an essential requirement for further tail inference. In this work, we deal with the estimation of a strictly positive extreme value index from a model with a Pareto-type right tail.
Frederico Caeiro, Ayana Mateus, Louiza Soltane   +2 more
openaire   +3 more sources