E. Joossens
Finance · 2009
A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 8 citations into it
Whom E. Joossens trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from E. Joossens's perspective
Ordered by how strongly the researchers E. Joossens trusts endorse each paper. Same corpus, a different order for every researcher.
- A new class of semi-parametric estimators of the second order parameter.
- “Asymptotically Unbiased” Estimators of the Tail Index Based on External Estimation of the Second Order Parameter
- Bias reduction and explicit semi-parametric estimation of the tail index
- Estimating the First‐ and Second‐Order Parameters of a Heavy‐Tailed Distribution
- Modeling actuarial data with a composite lognormal-Pareto model
- On maximum likelihood estimation of the extreme value index
- Statistics of Extremes
- Alternatives to a Semi-Parametric Estimator of Parameters of Rare Events—The Jackknife Methodology*
- Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation
- An Introduction to Statistical Modeling of Extreme Values
Their papers
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (2009) — 63 citations