Semi-parametric probability-weighted moments estimation revisited (Q2445488): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2009564021
@@ Property / OpenAlex ID: W2009564021 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5429809
@@ Property / cites work: Q5429809 / rank @@
+Normal rank
@@ Property / cites work @@
+Residual life time at great age
@@ Property / cites work: Residual life time at great age / rank @@
+Normal rank
@@ Property / cites work @@
+Statistics of Extremes
@@ Property / cites work: Statistics of Extremes / rank @@
+Normal rank
@@ Property / cites work @@
+Improved reduced-bias tail index and quantile estimators
+Normal rank
@@ Property / cites work @@
+Q2921611
@@ Property / cites work: Q2921611 / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-parametric second-order reduced-bias high quantile estimation
+Normal rank
@@ Property / cites work @@
+Semi-parametric tail inference through probability-weighted moments
+Normal rank
@@ Property / cites work @@
+Using a bootstrap method to choose the sample fraction in tail index estimation
+Normal rank
@@ Property / cites work @@
+Q5485944
@@ Property / cites work: Q5485944 / rank @@
+Normal rank
@@ Property / cites work @@
+Comparison of tail index estimators
@@ Property / cites work: Comparison of tail index estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal choice of sample fraction in extreme-value estimation
+Normal rank
@@ Property / cites work @@
+Approximation of the distribution of excesses through a generalized probability-weighted moments method
+Normal rank
@@ Property / cites work @@
+Q5303074
@@ Property / cites work: Q5303074 / rank @@
+Normal rank
@@ Property / cites work @@
+A bootstrap-based method to achieve optimality in estimating the extreme-value index
+Normal rank
@@ Property / cites work @@
+On Smooth Statistical Tail Functionals
@@ Property / cites work: On Smooth Statistical Tail Functionals / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+A new class of semi-parametric estimators of the second order parameter.
+Normal rank
@@ Property / cites work @@
+Q3762535
@@ Property / cites work: Q3762535 / rank @@
+Normal rank
@@ Property / cites work @@
+Sur la distribution limite du terme maximum d'une série aléatoire
+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 @@
+The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction
+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 @@
+Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
+Normal rank
@@ Property / cites work @@
+Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology
+Normal rank
@@ Property / cites work @@
+Adaptive estimation of heavy right tails: resampling-based methods in action
+Normal rank
@@ Property / cites work @@
+Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
+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 @@
+Statistical inference using extreme order statistics
+Normal rank
@@ Property / cites work @@
+Q5421906
@@ Property / cites work: Q5421906 / rank @@
+Normal rank
@@ Property / cites work @@
+On univariate extreme value statistics and the estimation of reinsurance premiums
+Normal rank
@@ Property / cites work @@
+Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2445488