Pages that link to "Item:Q3631430"

The following pages link to Reduced-Bias Tail Index Estimators Under a Third-Order Framework (Q3631430):

Displaying 29 items.

• Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
• Asymptotically unbiased estimation of the second order tail parameter (Q419178) (← links)
• An interview with Ivette Gomes (Q897838) (← links)
• Bias-corrected estimation of stable tail dependence function (Q900828) (← links)
• Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
• Bias reduction for high quantiles (Q974486) (← links)
• A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
• Weighted moment estimators for the second order scale parameter (Q1930614) (← links)
• Bias correction in conditional multivariate extremes (Q2180077) (← links)
• Modeling extreme events: sample fraction adaptive choice in parameter estimation (Q2320944) (← links)
• Revisiting the maximum likelihood estimation of a positive extreme value index (Q2320945) (← links)
• Bias correction in multivariate extremes (Q2343968) (← links)
• The Latest Advances on the Hill Estimator and Its Modifications (Q2787387) (← links)
• A location-invariant probability weighted moment estimation of the Extreme Value Index (Q2804923) (← links)
• Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms (Q2862408) (← links)
• Nonparametric regression estimation of conditional tails: the random covariate case (Q2934818) (← links)
• Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study (Q3015856) (← links)
• Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology (Q3098930) (← links)
• New Reduced-bias Estimators of a Positive Extreme Value Index (Q3178492) (← links)
• A Log Probability Weighted Moment Estimator of Extreme Quantiles (Q3459684) (← links)
• Kernel-type estimators for the distortion risk premiums of heavy-tailed distributions (Q4576968) (← links)
• Adaptive PORT-MVRB Estimation of the Extreme Value Index (Q4644978) (← links)
• Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index (Q4648648) (← links)
• A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation (Q4912037) (← links)
• Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling (Q4929184) (← links)
• On the comparison of several classical estimators of the extreme value index (Q5079223) (← links)
• Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model (Q5222295) (← links)
• (Q5866616) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)