Extremal analysis of short series with outliers: sea-levels and athletics records
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References listed on IDEAS
- Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Tsourti, Zoi & Panaretos, John, 2004. "Extreme-value analysis of teletraffic data," Computational Statistics & Data Analysis, Elsevier, vol. 45(1), pages 85-103, February.
- Einmahl, John H. J. & Magnus, Jan R., 2008. "Records in Athletics Through Extreme-Value Theory," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1382-1391.
- Tsourti, Zoi & Panaretos, John, 2003. "Extreme Value Index Estimators and Smoothing Alternatives: A Critical Review," MPRA Paper 6390, University Library of Munich, Germany.
- Tsourti, Zoi & Panaretos, John, 2001. "Extreme Value Index Estimators and Smoothing Alternatives: Review and Simulation Comparison," MPRA Paper 6384, University Library of Munich, Germany.
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