Pages that link to "Item:Q4181106"
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The following pages link to Estimation of Parameters and Larger Quantiles Based on the k Largest Observations (Q4181106):
Displayed 50 items.
- Robust test for detecting a signal in a high dimensional sparse normal vector (Q434546) (← links)
- Confidence regions for high quantiles of a heavy tailed distribution (Q449958) (← links)
- Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (Q549644) (← links)
- Semi-parametric tail inference through probability-weighted moments (Q607216) (← 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)
- Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
- The generalized FGM distribution and its application to stereology of extremes. (Q622872) (← links)
- Semi-parametric estimation for heavy tailed distributions (Q650683) (← 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)
- Dependence structure of risk factors and diversification effects (Q659262) (← links)
- Almost sure convergence of a tail index estimator in the presence of censoring. (Q700313) (← links)
- Weibull tail-distributions revisited: A new look at some tail estimators (Q710805) (← links)
- Estimating the parameters of rare events (Q756321) (← links)
- Asymptotic linear prediction of extreme order statistics (Q802246) (← links)
- Generalized Gumbel and likelihood ratio test statistics in the multivariate GEV model (Q804127) (← links)
- Smooth nonparametric estimation of the quantile function (Q811052) (← links)
- Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) (← links)
- A comparison of estimators of functionals of the distribution of a maximum (Q916262) (← links)
- Vector generalized linear and additive extreme value models (Q928489) (← links)
- Statistics of extremes by oracle estimation (Q939657) (← links)
- Regression with response distributions of Pareto-type (Q951893) (← links)
- Bias reduction for high quantiles (Q974486) (← links)
- Estimating catastrophic quantile levels for heavy-tailed distributions (Q977160) (← 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)
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
- Functional nonparametric estimation of conditional extreme quantiles (Q1049546) (← links)
- Rates of uniform convergence of extreme order statistics (Q1083796) (← links)
- Estimation of the extreme value and the extreme points (Q1090027) (← links)
- On the asymptotic joint distribution of an unbounded number of sample extremes (Q1092548) (← links)
- Estimating extreme probabilities using tail simulated data (Q1125704) (← links)
- Tail uncertainty analysis in complex systems (Q1127345) (← links)
- Modeling large claims in non-life insurance (Q1199961) (← links)
- Asymptotic test for independence of extreme values (Q1324778) (← links)
- Piecewise exponential survival curves with smooth transitions (Q1325046) (← links)
- Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions (Q1332869) (← links)
- A new extreme quantile estimator for heavy-tailed distributions (Q1433394) (← links)
- Kernel estimators of extreme level curves (Q1761527) (← links)
- Efficient algorithms for heavy-tail analysis under interval uncertainty (Q1761865) (← links)
- Simulation input data modeling (Q1805479) (← links)
- A simple stochastic gene substitution model (Q1837637) (← links)
- Tails of Lorenz curves (Q1867734) (← links)
- Extreme quantiles estimation for actuarial applications (Q1887025) (← links)
- The mean residual life function at great age: Applications to tail estimation (Q1890865) (← links)
- Estimating a tail exponent by modelling departure from a Pareto distribution (Q1970488) (← links)
- Conditions based on conditional moments for max-stable limit laws (Q2271711) (← links)
- Bias-reduced estimators for bivariate tail modelling (Q2276254) (← links)
- On the estimation of high quantiles (Q2365863) (← links)