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Semi-parametric approach to the Hasofer–Wang and Greenwood statistics in extremes

Author

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  • Cláudia Neves
  • M. Fraga Alves

Abstract

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Suggested Citation

  • Cláudia Neves & M. Fraga Alves, 2007. "Semi-parametric approach to the Hasofer–Wang and Greenwood statistics in extremes," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(2), pages 297-313, August.
    • Handle: RePEc:spr:testjl:v:16:y:2007:i:2:p:297-313
    DOI: 10.1007/s11749-006-0010-1
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    Cited by:

    1. Christian Schluter & Mark Trede, 2019. "Size distributions reconsidered," Econometric Reviews, Taylor & Francis Journals, vol. 38(6), pages 695-710, July.
    2. M. Ivette Gomes & Armelle Guillou, 2015. "Extreme Value Theory and Statistics of Univariate Extremes: A Review," International Statistical Review, International Statistical Institute, vol. 83(2), pages 263-292, August.
    3. Marek Arendarczyk & Tomasz J. Kozubowski & Anna K. Panorska, 2022. "The Greenwood statistic, stochastic dominance, clustering and heavy tails," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(1), pages 331-352, March.

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