The following pages link to (Q2921611):
Displaying 32 items.
- A simple generalisation of the Hill estimator (Q130015) (← links)
- Competitive estimation of the extreme value index (Q310653) (← links)
- Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
- Point process-based Monte Carlo estimation (Q517403) (← links)
- An interview with Ivette Gomes (Q897838) (← links)
- A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
- An analysis of a heuristic procedure to evaluate tail (in)dependence (Q1667391) (← links)
- Emil J. Gumbel's last course on the ``Statistical theory of extreme values'': a conversation with Tuncel M. Yegulalp (Q1744178) (← links)
- An improved method for forecasting spare parts demand using extreme value theory (Q1753565) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation (Q2156000) (← links)
- Revisiting the maximum likelihood estimation of a positive extreme value index (Q2320945) (← links)
- Estimation of a scale second-order parameter related to the PORT methodology (Q2320971) (← links)
- Pseudo-convex mixtures generated by shape-extended stable distributions for extremes (Q2323174) (← links)
- Two-sided variable inspection plans for arbitrary continuous populations with unknown distribution (Q2324335) (← links)
- Penultimate approximations in statistics of extremes and reliability of large coherent systems (Q2340308) (← links)
- Semi-parametric probability-weighted moments estimation revisited (Q2445488) (← links)
- The Latest Advances on the Hill Estimator and Its Modifications (Q2787387) (← links)
- A Log Probability Weighted Moment Estimator of Extreme Quantiles (Q3459684) (← links)
- A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685) (← links)
- Reduced-bias and partially reduced-bias mean-of-order-<i>p</i> value-at-risk estimation: a Monte-Carlo comparison and an application (Q5036848) (← links)
- Heavy tail index estimation based on block order statistics (Q5036864) (← links)
- On the comparison of several classical estimators of the extreme value index (Q5079223) (← links)
- Corrected-Hill versus partially reduced-bias value-at-risk estimation (Q5088009) (← links)
- Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model (Q5222295) (← links)
- Lehmer's mean-of-order- <i>p</i> extreme value index estimation: a simulation study and applications (Q5861450) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- Reduced bias estimation of the shape parameter of the log-logistic distribution (Q6073160) (← links)
- (Q6141218) (← links)
- A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution (Q6176327) (← links)
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)
- Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions (Q6592804) (← links)
