The Latest Advances on the Hill Estimator and Its Modifications

Gomes, M. Ivette; Stehlík, Milan

doi:10.1007/978-1-4939-0569-0_29

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Evi Estimation1

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2024

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“…n (k) respectively defined in (10) and in (12); [51], by Caeiro and Gomes, on probability weighted moments (PWM) estimation; [268], by Gomes and Stehlík, on different modifications of Hill estimators. Regarding the estimation of the tail index (a positive EVI) in dependent structures, I refer a unique article by Gomes and Miranda, [238].…”

Section: Evi Estimationmentioning

confidence: 99%

The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements

Gomes

2024

Communications in Mathematics

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The Portuguese School of Extremes and Applications is nowadays well recognised by the international scientific community, and in my opinion, the organisation of a NATO Advanced Study Institute on Statistical Extremes and Applications, which took place at Vimeiro in the summer of 1983, was a landmark for the international recognition of the group. The dynamic of publication has been very high and the topics under investigation in the area of Extremes have been quite diverse. In this article, attention will be paid essentially to some of the scientific achievements of the author in this field.

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Section: Evi Estimationmentioning

confidence: 99%

The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements

Gomes

2024

Communications in Mathematics

View full text Add to dashboard Cite

show abstract

The Latest Advances on the Hill Estimator and Its Modifications

Cited by 1 publication

References 27 publications

The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements

The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements

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