Modeling extreme events: sample fraction adaptive choice in parameter estimation (Q2320944): Difference between revisions

@@ Property / author @@
+M. Manuela Neves
@@ Property / author: M. Manuela Neves / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/15598608.2014.890984
+Normal rank
@@ Property / OpenAlex ID @@
+W2108389647
@@ Property / OpenAlex ID: W2108389647 / rank @@
+Normal rank
@@ Property / cites work @@
+An extremal markovian sequence
@@ Property / cites work: An extremal markovian sequence / rank @@
+Normal rank
@@ Property / cites work @@
+Statistics of Extremes
@@ Property / cites work: Statistics of Extremes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3434069
@@ Property / cites work: Q3434069 / rank @@
+Normal rank
@@ Property / cites work @@
+Reduced-Bias Tail Index Estimators Under a Third-Order Framework
+Normal rank
@@ Property / cites work @@
+A new class of semi-parametric estimators of the second order parameter.
+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 @@
+Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
+Normal rank
@@ Property / cites work @@
+Subsampling techniques and the jackknife methodology in the estimation of the extremal index
+Normal rank
@@ Property / cites work @@
+Adaptive estimation of heavy right tails: resampling-based methods in action
+Normal rank
@@ Property / cites work @@
+Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling
+Normal rank
@@ Property / cites work @@
+Q4054986
@@ Property / cites work: Q4054986 / rank @@
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+On the exceedance point process for a stationary sequence
+Normal rank
@@ Property / cites work @@
+Extremes and local dependence in stationary sequences
+Normal rank
@@ Property / cites work @@
+Extremes and related properties of random sequences and processes
+Normal rank
@@ Property / cites work @@
+Q3833345
@@ Property / cites work: Q3833345 / rank @@
+Normal rank
@@ Property / cites work @@
+The extremal index of sub-sampled processes
@@ Property / cites work: The extremal index of sub-sampled processes / rank @@
+Normal rank
@@ Property / cites work @@
+On the multivariate extremal index
@@ Property / cites work: On the multivariate extremal index / rank @@
+Normal rank
@@ Property / cites work @@
+Extremal theory for stochastic processes
@@ Property / cites work: Extremal theory for stochastic processes / rank @@
+Normal rank
@@ Property / cites work @@
+Extreme values for stationary and Markov sequences
+Normal rank
@@ Property / cites work @@
+Extremal Analysis of Processes Sampled at Different Frequencies
+Normal rank
@@ Property / cites work @@
+Extremes of Some Sub-Sampled Time Series
@@ Property / cites work: Extremes of Some Sub-Sampled Time Series / rank @@
+Normal rank