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Lehmer's mean-of-order-p extreme value index estimation: a simulation study and applications

Journal of applied statistics, 2020-11, Vol.47 (13-15), p.2825-2845

2020

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Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2008-02, Vol.70 (1), p.31-52

2008

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Extreme Value Theory and Statistics of Univariate Extremes: A Review

International statistical review, 2015-08, Vol.83 (2), p.263-292

2015

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Mean-of-order p reduced-bias extreme value index estimation under a third-order framework

Extremes (Boston), 2016-12, Vol.19 (4), p.561-589

2016

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Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model

Journal of statistical computation and simulation, 2015-11, Vol.85 (17), p.3405-3419

2015

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Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” and a novel financial extreme value data analytics from natural disasters

Applied stochastic models in business and industry, 2019-01, Vol.35 (1), p.90-95

2019

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Generalized Beta Models and Population Growth: So Many Routes to Chaos

Fractal and fractional, 2023-02, Vol.7 (2), p.194

2023

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Adaptive estimation of heavy right tails: resampling-based methods in action

Extremes (Boston), 2012-12, Vol.15 (4), p.463-489

2012

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On the comparison of several classical estimators of the extreme value index

Communications in statistics. Theory and methods, 2022-01, Vol.51 (1), p.179-196

2022

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Semi-Parametric Probability-Weighted Moments Estimation Revisited

Methodology and computing in applied probability, 2014-03, Vol.16 (1), p.1-29

2014

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Adaptive PORT-MVRB estimation: an empirical comparison of two heuristic algorithms

Journal of statistical computation and simulation, 2013-06, Vol.83 (6), p.1129-1144

2013

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Improvements in the estimation of the Weibull tail coefficient: A comparative study

Mathematical methods in the applied sciences, 2024-07, Vol.47 (11), p.8255-8274

2024

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Extreme value Birnbaum–Saunders regression models applied to environmental data

Stochastic environmental research and risk assessment, 2016-03, Vol.30 (3), p.1045-1058

2016

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Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling

Communications in statistics. Theory and methods, 2013-04, Vol.42 (7), p.1227-1245

2013

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Improved reduced-bias tail index and quantile estimators

Journal of statistical planning and inference, 2008-07, Vol.138 (6), p.1851-1870

2008

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A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator

Journal of the American Statistical Association, 2007-03, Vol.102 (477), p.280-292

2007

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Penultimate Approximations in Statistics of Extremes and Reliability of Large Coherent Systems

Methodology and computing in applied probability, 2015-03, Vol.17 (1), p.189-206

2015

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Non-regular Frameworks and the Mean-of-Order p Extreme Value Index Estimation

Journal of statistical theory and practice, 2022-09, Vol.16 (3), Article 37

2022

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A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator

Statistics & probability letters, 2009-02, Vol.79 (3), p.295-303

2009

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A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation

Journal of statistical computation and simulation, 2012-04, Vol.82 (4), p.587-602

2012

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Corrected-Hill versus partially reduced-bias value-at-risk estimation

Communications in statistics. Simulation and computation, 2020-04, Vol.49 (4), p.867-885

2020

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A simple generalisation of the Hill estimator

Computational statistics & data analysis, 2013-01, Vol.57 (1), p.518-535

2013

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Asymptotic comparison of the mixed moment and classical extreme value index estimators

Statistics & probability letters, 2008-04, Vol.78 (6), p.643-653

2008

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Box-Cox Transformations and Bias Reduction in Extreme Value Theory

Computational and mathematical methods, 2022-03, Vol.2022, p.1-15

2022

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Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application

Journal of statistical computation and simulation, 2020-07, Vol.90 (10), p.1735-1752

2020

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Lehmer's mean-of-order-p extreme value index estimation: a simulation study and applications

Tail index estimation for heavy-tailed models: accommodation of bias in weighted log-excesses

Extreme Value Theory and Statistics of Univariate Extremes: A Review

Mean-of-order p reduced-bias extreme value index estimation under a third-order framework

Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model

Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” and a novel financial extreme value data analytics from natural disasters

Generalized Beta Models and Population Growth: So Many Routes to Chaos

Adaptive estimation of heavy right tails: resampling-based methods in action

On the comparison of several classical estimators of the extreme value index

Semi-Parametric Probability-Weighted Moments Estimation Revisited

Adaptive PORT-MVRB estimation: an empirical comparison of two heuristic algorithms

Improvements in the estimation of the Weibull tail coefficient: A comparative study

Extreme value Birnbaum–Saunders regression models applied to environmental data

Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling

Improved reduced-bias tail index and quantile estimators

A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator

Penultimate Approximations in Statistics of Extremes and Reliability of Large Coherent Systems

Non-regular Frameworks and the Mean-of-Order p Extreme Value Index Estimation

A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator

A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation

Corrected-Hill versus partially reduced-bias value-at-risk estimation

A simple generalisation of the Hill estimator

Asymptotic comparison of the mixed moment and classical extreme value index estimators

Box-Cox Transformations and Bias Reduction in Extreme Value Theory

Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application

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