Results 21 to 30 of about 1,023,504 (281)
A Method for Confidence Intervals of High Quantiles
Entropy, 2021 The high quantile estimation of heavy tailed distributions has many important applications. There are theoretical difficulties in studying heavy tailed distributions since they often have infinite moments.
Mei Ling Huang, Xiang Raney-Yan
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Estimation Pareto tail index based on sample means
Revstat Statistical Journal, 2004 We propose an estimator of the Pareto tail index m of a distribution, that competes well with the Hill, Pickands and moment estimators. Unlike the above estimators, that are based only on the extreme observations, the proposed estimator uses all ...
Alena Fialová +2 more
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Using Shrinkage Estimators to Reduce Bias and MSE in Estimation of Heavy Tails
Revstat Statistical Journal, 2019 Bias reduction in tail estimation has received considerable interest in extreme value analysis. Estimation methods that minimize the bias while keeping the mean squared error (MSE) under control, are especially useful when applying classical methods ...
Jan Beirlant +2 more
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Mean-of-Order-p Location-Invariant Extreme Value Index Estimation
Revstat Statistical Journal, 2016 A simple generalisation of the classical Hill estimator of a positive extreme value index (EVI) has been recently introduced in the literature. Indeed, the Hill estimator can be regarded as the logarithm of the mean of order p = 0 of a certain set of ...
M. Ivette Gomes +2 more
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Frontiers in Bioengineering and Biotechnology, 2021 Real-time biofeedback of muscle forces should help clinicians adapt their movement recommendations. Because these forces cannot directly be measured, researchers have developed numerical models and methods informed by electromyography (EMG) and body ...
François Bailly +5 more
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Streamflow characteristics of Sangu-Matamuhuri watershed in the southeastern part of Bangladesh
Heliyon, 2023 Quantification of streamflow chatacteristics is considered crucial for designing effective management practices in a watershed. Sangu and Matamuhuri are two major rivers of Chittagong Hill Tracts (CHT's) and main sources of upland freshwater inflows to ...
Ajit Kumar Rudra, A.K.M. Rashidul Alam
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Parameter Estimation for the Log-Logistic Distribution Based on Order Statistics
Revstat Statistical Journal, 2018 In this paper, we discuss the moments and product moments of the order statistics in a sample of size n drawn from the log-logistic distribution. We provide more compact forms for the mean, variance and covariance of order statistics.
Mohammad Ahsanullah , Ayman Alzaatreh
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Asymptotic behavior of hill's estimator for autoregressive data [PDF]
Communications in Statistics. Stochastic Models, 1997 Summary: Consider a stationary, \(p\)\,th order autoregression \(\{X_n\},\;n=0,\pm1,\pm2,\dots\), satisfying \(X_n=\sum^p_{i=1}\phi_iX_{n-i}+Z_n\), whose innovation sequence \(\{Z_n\}\) is i.i.d. with regularly varying tail probabilities of index \(-\alpha\).
Resnick, Sidney, Stărică, Cătălin
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Maximum lq-likelihood estimator of the heavy-tailed distribution parameter
Croatian Review of Economic, Business and Social StatisticsStudying the extreme value theory (EVT) involves multiple main objectives, among them the estimation of the tail index parameter. Some estimation methods are used to estimate the tail index parameter like maximum likelihood estimation (MLE). Additionally,
Mohammed Ridha Kouider +3 more
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Revstat Statistical Journal, 2008 In this paper the relation between goodness-of-fit testing and the optimal selection of the sample fraction for tail estimation, for instance using Hill’s estimator, is examined.
Yuri Goegebeur +2 more
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