Tail inference using extreme U-statistics

16 March 2022

Papers citing "Tail inference using extreme U-statistics"

6 / 6 papers shown

Title
All Block Maxima method for estimating the extreme value index Jochem Oorschot Chen Zhou 8 2 0 29 Oct 2020
Exponentiated Generalized Pareto Distribution: Properties and applications towards Extreme Value Theory Seyoon Lee Joseph H. T. Kim 23 29 0 04 Aug 2017
Inference for heavy tailed stationary time series based on sliding blocks Axel Bücher Johan Segers AI4TS 20 19 0 06 Jun 2017
Maximum likelihood estimators based on the block maxima method Clément Dombry Ana Ferreira 26 46 0 01 May 2017
On the block maxima method in extreme value theory: PWM estimators Ana Ferreira L. de Haan 37 193 0 11 Oct 2013
A Sliding Blocks Estimator for the Extremal Index C. Robert Johan Segers C. Ferro 67 53 0 22 Dec 2008