Pages that link to "Item:Q1168640"
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The following pages link to Laws of large numbers for sums of extreme values (Q1168640):
Displayed 50 items.
- On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← links)
- Kernel estimation of the tail index of a right-truncated Pareto-type distribution (Q334035) (← links)
- On an improvement of Hill and some other estimators (Q383679) (← links)
- Modeling old-age mortality risk for the populations of Australia and New Zealand: An extreme value approach (Q543449) (← links)
- Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861) (← links)
- Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
- Estimating L-functionals for heavy-tailed distributions and application (Q609711) (← links)
- Uniform in bandwidth consistency of kernel estimators of the tail index (Q650736) (← links)
- Detecting a conditional extreme value model (Q650748) (← links)
- Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
- Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
- A note on domains of attraction of the limit laws of intermediate order statistics under power normalization (Q670103) (← links)
- Ratio of generalized Hill's estimator and its asymptotic normality theory (Q734562) (← links)
- Regression estimator for the tail index (Q777861) (← links)
- A method for estimating the power of moments (Q824473) (← links)
- Averages of Hill estimators (Q882925) (← links)
- Tail index estimation, concentration and adaptivity (Q902214) (← links)
- Tail inference: where does the tail begin? (Q907362) (← links)
- Statistics of extremes by oracle estimation (Q939657) (← links)
- Reiss and Thomas' automatic selection of the number of extremes (Q957044) (← links)
- Strong convergence bound of the Pareto index estimator under right censoring (Q978418) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Bootstrap and empirical likelihood methods in extremes (Q1003320) (← links)
- A note on the asymptotic normality of sums of extreme values (Q1122252) (← links)
- Second-order regular variation, convolution and the central limit theorem (Q1275940) (← links)
- Tail index estimation for dependent data (Q1296719) (← links)
- Estimating the index of a stable distribution (Q1304084) (← links)
- The asymptotic null distribution of the Box-Pierce \(\mathcal Q\)-statistic for random variables with infinite variance. An application to German stock returns (Q1362496) (← links)
- Censoring estimators of a positive tail index (Q1423070) (← links)
- A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← links)
- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
- Bayesian estimation of the tail index of a heavy tailed distribution under random censoring (Q1658734) (← links)
- Multivariate moment based extreme value index estimators (Q1695426) (← links)
- Semi-parametric regression estimation of the tail index (Q1697475) (← links)
- Strong laws of large numbers for intermediately trimmed sums of i.i.d. random variables with infinite mean (Q1741876) (← links)
- Estimation of heavy-tailed probability density function with applications to Web data (Q1775986) (← links)
- How to make a Hill plot. (Q1848777) (← links)
- \(K\)-record values and the extreme-value index (Q1890867) (← links)
- On stability of intermediate order statistics (Q1890875) (← links)
- Asymptotically efficient estimation of the index of regular variation (Q1922379) (← links)
- Estimating asymptotic dependence functionals in multivariate regularly varying models (Q1943759) (← links)
- Dual divergence estimators of the tail index (Q1952682) (← links)
- A class of Pickands-type estimators for the extreme value index (Q1969141) (← links)
- On limit distributions for intermediate order statistics under power normalization (Q2261909) (← links)
- Degree growth rates and index estimation in a directed preferential attachment model (Q2289815) (← links)
- A Beran-inspired estimator for the Weibull-type tail coefficient (Q2322031) (← links)
- Consistency of Hill estimators in a linear preferential attachment model (Q2417998) (← links)
- On posterior consistency of tail index for Bayesian kernel mixture models (Q2419667) (← links)
- Estimation of the tail index for lattice-valued sequences (Q2443884) (← links)
- On estimation of the exponent of regular variation using a sample with missing observations (Q2479325) (← links)