Optimal choice of sample fraction in extreme-value estimation

On the use of the peaks over thresholds method for estimating out-of-sample quantiles

Computational Statistics & Data Analysis

An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators

Computational Statistics & Data Analysis

A simple estimator for the characteristic exponent of the stable Paretian distribution

Mathematical and Computer Modelling: An International Journal

A simple generalisation of the Hill estimator

Computational Statistics & Data Analysis