Estimation of extreme quantiles from heavy and light tailed distributions (Q449352): Difference between revisions

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-Laurent Gardes
@@ Property / author: Laurent Gardes / rank @@
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@@ Property / author @@
-Stéphane Girard
@@ Property / author: Stéphane Girard / rank @@
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@@ Property / author @@
-Armelle Guillou
@@ Property / author: Armelle Guillou / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jspi.2012.03.025
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@@ Property / OpenAlex ID @@
+W2071417641
@@ Property / OpenAlex ID: W2071417641 / rank @@
+Normal rank
@@ Property / cites work @@
+Semiparametric lower bounds for tail index estimation
+Normal rank
@@ Property / cites work @@
+The mean residual life function at great age: Applications to tail estimation
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@@ Property / cites work @@
+Tail index estimation and an exponential regression model
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@@ Property / cites work @@
+Q4365234
@@ Property / cites work: Q4365234 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+On the estimation of the Weibull tail coefficient
@@ Property / cites work: On the estimation of the Weibull tail coefficient / rank @@
+Normal rank
@@ Property / cites work @@
+Q3486670
@@ Property / cites work: Q3486670 / rank @@
+Normal rank
@@ Property / cites work @@
+A moment estimator for the index of an extreme-value distribution
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+Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling
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+Bias-reduced estimators of the Weibull tail-coefficient
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+Bias-reduced extreme quantile estimators of Weibull tail-distributions
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+A new estimation method for Weibull-type tails based on the mean excess function
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+Estimation of extreme quantiles from heavy and light tailed distributions
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@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5429806
@@ Property / cites work: Q5429806 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of the Weibull tail-coefficient with linear combination of upper order statistics
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+Weibull tail-distributions revisited: A new look at some tail estimators
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+A Hill Type Estimator of the Weibull Tail-Coefficient
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+Sur la distribution limite du terme maximum d'une série aléatoire
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+Generalized Kernel Estimators for the Weibull-Tail Coefficient
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+Goodness-of-fit testing for Weibull-type behavior
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+On asymptotic normality of Hill's estimator for the exponent of regular variation
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+A simple general approach to inference about the tail of a distribution
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@@ Property / cites work @@
+Parameter and Quantile Estimation for the Generalized Pareto Distribution
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@@ links / mardi / name / links / mardi / name @@
+Publication:449352