Bias correction in extreme value statistics with index around zero (Q2375844): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10687-012-0158-x
+Normal rank
@@ Property / OpenAlex ID @@
+W2132618155
@@ Property / OpenAlex ID: W2132618155 / rank @@
+Normal rank
@@ Property / cites work @@
+On the maximal life span of humans
@@ Property / cites work: On the maximal life span of humans / rank @@
+Normal rank
@@ Property / cites work @@
+Improved reduced-bias tail index and quantile estimators
+Normal rank
@@ Property / cites work @@
+On spatial extremes: with application to a rainfall problem
+Normal rank
@@ Property / cites work @@
+A class of asymptotically unbiased semi-parametric estimators of the tail index.
+Normal rank
@@ Property / cites work @@
+Q5303070
@@ Property / cites work: Q5303070 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3434069
@@ Property / cites work: Q3434069 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4272657
@@ Property / cites work: Q4272657 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4892519
@@ Property / cites work: Q4892519 / rank @@
+Normal rank
@@ Property / cites work @@
+Directional Modelling of Extreme Wind Speeds
@@ Property / cites work: Directional Modelling of Extreme Wind Speeds / rank @@
+Normal rank
@@ Property / cites work @@
+Using a bootstrap method to choose the sample fraction in tail index estimation
+Normal rank
@@ Property / cites work @@
+Sea and wind: multivariate extremes at work
@@ Property / cites work: Sea and wind: multivariate extremes at work / rank @@
+Normal rank
@@ Property / cites work @@
+Q5485944
@@ Property / cites work: Q5485944 / rank @@
+Normal rank
@@ Property / cites work @@
+On the estimation of high quantiles
@@ Property / cites work: On the estimation of high quantiles / rank @@
+Normal rank
@@ Property / cites work @@
+Q4342744
@@ Property / cites work: Q4342744 / rank @@
+Normal rank
@@ Property / cites work @@
+A moment estimator for the index of an extreme-value distribution
+Normal rank
@@ Property / cites work @@
+On Smooth Statistical Tail Functionals
@@ Property / cites work: On Smooth Statistical Tail Functionals / rank @@
+Normal rank
@@ Property / cites work @@
+Records in Athletics Through Extreme-Value Theory
@@ Property / cites work: Records in Athletics Through Extreme-Value Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating a tail exponent by modelling departure from a Pareto distribution
+Normal rank
@@ Property / cites work @@
+Bias reduction in risk modelling: semi-parametric quantile estimation
+Normal rank
@@ Property / cites work @@
+``Asymptotically unbiased'' estimators of the tail index based on external estimation of the second order parameter
+Normal rank
@@ Property / cites work @@
+Bias reduction and explicit semi-parametric estimation of the tail index
+Normal rank
@@ Property / cites work @@
+A simple second-order reduced bias’ tail index estimator
+Normal rank
@@ Property / cites work @@
+A Sturdy Reduced-Bias Extreme Quantile (<i>VaR</i>) Estimator
+Normal rank
@@ Property / cites work @@
+Alternatives to a semi-parametric estimator of parameters of rare events -- the jackknife methodology
+Normal rank
@@ Property / cites work @@
+Semi-parametric estimation of the second order parameter in statistics of extremes
+Normal rank
@@ Property / cites work @@
+Generalized jackknife semi-parametric estimators of the tail index
+Normal rank
@@ Property / cites work @@
+Bias reduction of a tail index estimator through an external estimation of the second-order parameter
+Normal rank
@@ Property / cites work @@
+Q4678814
@@ Property / cites work: Q4678814 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5429823
@@ Property / cites work: Q5429823 / rank @@
+Normal rank
@@ Property / cites work @@
+Reduced‐bias tail index estimation and the jackknife methodology
+Normal rank
@@ Property / cites work @@
+Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
+Normal rank
@@ Property / cites work @@
+On estimating the endpoint of a distribution
@@ Property / cites work: On estimating the endpoint of a distribution / rank @@
+Normal rank
@@ Property / cites work @@
+The Influence Curve and Its Role in Robust Estimation
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+Parameter and Quantile Estimation for the Generalized Pareto Distribution
+Normal rank
@@ Property / cites work @@
+Does bias reduction with external estimator of second order parameter work for endpoint?
+Normal rank
@@ Property / cites work @@
+Bias reduction for high quantiles
@@ Property / cites work: Bias reduction for high quantiles / rank @@
+Normal rank
@@ Property / cites work @@
+Bias reduction for endpoint estimation
@@ Property / cites work: Bias reduction for endpoint estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating catastrophic quantile levels for heavy-tailed distributions
+Normal rank
@@ Property / cites work @@
+Asymptotically unbiased estimators for the extreme-value index
+Normal rank
@@ Property / cites work @@
+Alternatives to the Median Absolute Deviation
@@ Property / cites work: Alternatives to the Median Absolute Deviation / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating tails of probability distributions
@@ Property / cites work: Estimating tails of probability distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
+Normal rank