Results 211 to 220 of about 8,231 (239)

Averages of Hill estimators

Test, 2004
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Martins, M. João, Gomes, M. Ivette, Neves, M. Manuela   +2 more
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A Multivariate Hill Estimator

SSRN Electronic Journal, 2013
We propose two classes of semi-parametric estimators for the tail index of a regular varying elliptical random vector. The first one is based on the distance between a tail probability contour and the observations outside this contour. We denote it as the class of separating estimators. The second one is based on the norm of an arbitrary order.
Dominicy, Yves, Ilmonen, Sirkku Pauliina, Veredas, David   +2 more
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Flexible multivariate Hill estimators

Journal of Econometrics, 2020
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Dominicy, Yves, Heikkilä, Matias, Ilmonen, Pauliina, Veredas, David   +4 more
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On the asymptotic normality of Hill's estimator

Mathematical Proceedings of the Cambridge Philosophical Society, 1995
LetX,X1,X2, …, be independent random variables with a common distribution functionF(x) =P{X≤x},x∈ℝ, and for eachn∈ℕ, letX1,n≤ … ≤Xn, ndenote the order statistics pertaining to the sampleX1, …,Xn. We assume that 1–F(x) =x−1/cl(x), 0 <x< ∞, wherelis some function slowly varying at infinity andc> 0 is any fixed number.
Csörgö, Sándor, Viharos, László
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Weiss-Hill estimator

Test, 2001
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Reduced bias Hill estimators

AIP Conference Proceedings, 2016
For heavy tails, classical extreme value index estimators, like the Hill estimator, are usually asymptotically biased. Consequently those estimators are quite sensitive to the number of top order statistics used in the estimation. The recent minimum-variance reduced-bias extreme value index estimators enable us to remove the dominant component of ...
Ivanilda Cabral, Frederico Caeiro, M. Ivette Gomes   +2 more
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Effect of Eye Height on Estimated Slopes of Hills

Perception, 2015
Several studies have shown that slopes of hills are greatly overestimated. We have recently demonstrated that the overestimates increase logarithmically as the end point of the domain to be estimated is increased. A theoretical analysis showed that a critical parameter is the angle between the observer’s line of sight and the slope of the hill, when ...
Bruce, Bridgeman, Ian, Cooke
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A Location Invariant Hill-Type Estimator

Extremes, 2001
A new estimator, under a semiparametric approach, which behaves similarly to Hill's estimator, see \textit{B.M. Hill}, Ann. Stat. 3, 1163--1174 (1975; Zbl 0323.62033), but which is invariant to location transformations, is studied. Let \(X_1,X_2,\ldots,X_ n\) be independent random variables with common distribution function \(F\) and let \(X_{(1,n)},X_{
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On an improvement of Hill and some other estimators

Lithuanian Mathematical Journal, 2013
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Paulauskas, Vygantas, Vaičiulis, Marijus   +1 more
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Asymptotic Normality of Hill’s Estimator

1989
Hill’s estimator has been shown to be very useful in tail and quantile estimation. In an earlier paper the authors found a broad class of underlying distributions such that Hill’s estimator is asymptotically normal. In this note the domain of attraction of the normal law is further specified.
Jan Beirlant, Jozef L. Teugels
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