Pages that link to "Item:Q906625"
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The following pages link to Bias reduction for endpoint estimation (Q906625):
Displaying 8 items.
- On the estimation of Pareto fronts from the point of view of copula theory (Q1750061) (← links)
- Estimating an endpoint with high-order moments (Q1946883) (← links)
- Estimating an endpoint with high order moments in the Weibull domain of attraction (Q2231020) (← links)
- Tail asymptotics of generalized deflated risks with insurance applications (Q2374114) (← links)
- Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
- On variances and covariances of a kind of extreme order statistics (Q3178643) (← links)
- A location-invariant non-positive moment-type estimator of the extreme value index (Q5078407) (← links)
- On dealing with the unknown population minimum in parametric inference (Q6065675) (← links)
