Estimating an endpoint with high-order moments
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DOI: 10.1007/s11749-011-0277-8
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References listed on IDEAS
- Peter Hall & Julian Z. Wang, 2005. "Bayesian likelihood methods for estimating the end point of a distribution," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(5), pages 717-729, November.
- Neves, Cláudia & Pereira, António, 2010. "Detecting finiteness in the right endpoint of light-tailed distributions," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 437-444, March.
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- Einmahl, J. H.J. & Dekkers, A. L.M. & de Haan, L., 1989. "A moment estimator for the index of an extreme-value distribution," Other publications TiSEM 81970cb3-5b7a-4cad-9bf6-2, Tilburg University, School of Economics and Management.
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Cited by:
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- Hong-Jiang Wu & Ying-Ying Zhang & Han-Yu Li, 2023. "Expectation identities from integration by parts for univariate continuous random variables with applications to high-order moments," Statistical Papers, Springer, vol. 64(2), pages 477-496, April.
- Matheus Henrique Junqueira Saldanha & Adriano Kamimura Suzuki, 2023. "On dealing with the unknown population minimum in parametric inference," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 107(3), pages 509-535, September.
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More about this item
Keywords
Endpoint estimation; High-order moments; Consistency; Asymptotic normality; 62G32; 62G05;All these keywords.
JEL classification:
Statistics
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