Kernel-type estimators for the extreme value index
By P. Groeneboom, Hendrik P. Lopuhaä, P. D. Wolf. 2003
51 citations recorded by the source corpus.
Subfields: Finance, Global and Planetary Change, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/046b76676cd334ea6a55322a0694e139fbc05565
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Jan Beirlant
- Armelle Guillou
- Goedele Dierckx
- Stéphane Girard
- Laurent Gardes
- M. Ivette Gomes
- Frederico Caeiro
- R. Deidda
In Global and Planetary Change
In Statistics and Probability
- Jan Beirlant
- Armelle Guillou
- Goedele Dierckx
- M. Ivette Gomes
- Stéphane Girard
- A. C. Davison
- Evarist Gin'e
- Holger Rootz'en
Citations in the corpus
- Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents (2007, unknown): “Glasserman, Heidelberger and Shahabuddin (2002) ; de Vries (2005); Ibragimov (2004, 2005a); Hartmann,”
- Estimation of the extreme-value index and generalized quantile plots (2005, background): “Different generalizations of the kernel estimators ª̂þ,Kk,n can be found in Groeneboom et al. (2003).”
- Threshold Selection in Extreme Value Analysis (2016, unknown): “Kernel EVI-estimators (Csörgő, Deheuvels, and Mason, [15]; Groeneboom, Lopuha, and de Wolf, [35]) and”