FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2000561262> ?p ?o ?g. }

• W2000561262 endingPage "3607" @default.
• W2000561262 startingPage "3575" @default.
• W2000561262 abstract "We develop and study in the framework of Pareto-type distributions a class of nonparametric kernel estimators for the conditional second order tail parameter. The estimators are obtained by local estimation of the conditional second order parameter using a moving window approach. Asymptotic normality of the proposed class of kernel estimators is proven under some suitable conditions on the kernel function and the conditional tail quantile function. The nonparametric estimators for the second order parameter are subsequently used to obtain a class of bias-corrected kernel estimators for the conditional tail index. In particular it is shown how for a given kernel function one obtains a bias-corrected kernel function, and that replacing the second order parameter in the latter with a consistent estimator does not change the limiting distribution of the bias-corrected estimator for the conditional tail index. The finite sample behavior of some specific estimators is illustrated with a simulation experiment. The developed methodology is also illustrated on fire insurance claim data." @default.
• W2000561262 created "2016-06-24" @default.
• W2000561262 creator A5034509356 @default.
• W2000561262 creator A5089628211 @default.
• W2000561262 date "2012-10-01" @default.
• W2000561262 modified "2023-10-02" @default.
• W2000561262 title "Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index" @default.
• W2000561262 cites W114429124 @default.
• W2000561262 cites W127867614 @default.
• W2000561262 cites W1500657154 @default.
• W2000561262 cites W1544520332 @default.
• W2000561262 cites W1594350919 @default.
• W2000561262 cites W1820206506 @default.
• W2000561262 cites W1976171518 @default.
• W2000561262 cites W1983608423 @default.
• W2000561262 cites W1997154606 @default.
• W2000561262 cites W2006832191 @default.
• W2000561262 cites W2008644389 @default.
• W2000561262 cites W2021823919 @default.
• W2000561262 cites W2037069720 @default.
• W2000561262 cites W2039760691 @default.
• W2000561262 cites W2057981600 @default.
• W2000561262 cites W2072814285 @default.
• W2000561262 cites W2086399371 @default.
• W2000561262 cites W2089690619 @default.
• W2000561262 cites W2094298968 @default.
• W2000561262 cites W2102673402 @default.
• W2000561262 cites W2140327107 @default.
• W2000561262 cites W2157789870 @default.
• W2000561262 cites W2324099123 @default.
• W2000561262 cites W3126059130 @default.
• W2000561262 cites W35011081 @default.
• W2000561262 cites W4206769493 @default.
• W2000561262 cites W4214712351 @default.
• W2000561262 cites W4229774059 @default.
• W2000561262 doi "https://doi.org/10.1080/03610926.2011.564738" @default.
• W2000561262 hasPublicationYear "2012" @default.
• W2000561262 type Work @default.
• W2000561262 sameAs 2000561262 @default.
• W2000561262 citedByCount "3" @default.
• W2000561262 countsByYear W20005612622013 @default.
• W2000561262 countsByYear W20005612622014 @default.
• W2000561262 countsByYear W20005612622015 @default.
• W2000561262 crossrefType "journal-article" @default.
• W2000561262 hasAuthorship W2000561262A5034509356 @default.
• W2000561262 hasAuthorship W2000561262A5089628211 @default.
• W2000561262 hasConcept C101796028 @default.
• W2000561262 hasConcept C102366305 @default.
• W2000561262 hasConcept C105795698 @default.
• W2000561262 hasConcept C114614502 @default.
• W2000561262 hasConcept C118671147 @default.
• W2000561262 hasConcept C122280245 @default.
• W2000561262 hasConcept C12267149 @default.
• W2000561262 hasConcept C154945302 @default.
• W2000561262 hasConcept C185429906 @default.
• W2000561262 hasConcept C195699287 @default.
• W2000561262 hasConcept C197055811 @default.
• W2000561262 hasConcept C200695384 @default.
• W2000561262 hasConcept C27406209 @default.
• W2000561262 hasConcept C33923547 @default.
• W2000561262 hasConcept C41008148 @default.
• W2000561262 hasConcept C43555835 @default.
• W2000561262 hasConcept C47121976 @default.
• W2000561262 hasConcept C65778772 @default.
• W2000561262 hasConcept C71134354 @default.
• W2000561262 hasConcept C74193536 @default.
• W2000561262 hasConcept C75866337 @default.
• W2000561262 hasConcept C84894716 @default.
• W2000561262 hasConceptScore W2000561262C101796028 @default.
• W2000561262 hasConceptScore W2000561262C102366305 @default.
• W2000561262 hasConceptScore W2000561262C105795698 @default.
• W2000561262 hasConceptScore W2000561262C114614502 @default.
• W2000561262 hasConceptScore W2000561262C118671147 @default.
• W2000561262 hasConceptScore W2000561262C122280245 @default.
• W2000561262 hasConceptScore W2000561262C12267149 @default.
• W2000561262 hasConceptScore W2000561262C154945302 @default.
• W2000561262 hasConceptScore W2000561262C185429906 @default.
• W2000561262 hasConceptScore W2000561262C195699287 @default.
• W2000561262 hasConceptScore W2000561262C197055811 @default.
• W2000561262 hasConceptScore W2000561262C200695384 @default.
• W2000561262 hasConceptScore W2000561262C27406209 @default.
• W2000561262 hasConceptScore W2000561262C33923547 @default.
• W2000561262 hasConceptScore W2000561262C41008148 @default.
• W2000561262 hasConceptScore W2000561262C43555835 @default.
• W2000561262 hasConceptScore W2000561262C47121976 @default.
• W2000561262 hasConceptScore W2000561262C65778772 @default.
• W2000561262 hasConceptScore W2000561262C71134354 @default.
• W2000561262 hasConceptScore W2000561262C74193536 @default.
• W2000561262 hasConceptScore W2000561262C75866337 @default.
• W2000561262 hasConceptScore W2000561262C84894716 @default.
• W2000561262 hasIssue "19" @default.
• W2000561262 hasLocation W20005612621 @default.
• W2000561262 hasOpenAccess W2000561262 @default.
• W2000561262 hasPrimaryLocation W20005612621 @default.
• W2000561262 hasRelatedWork W122742822 @default.
• W2000561262 hasRelatedWork W1485505078 @default.
• W2000561262 hasRelatedWork W1999594140 @default.
• W2000561262 hasRelatedWork W2060852468 @default.

• next