Threshold selection and trimming in extremes (Q2027092): Difference between revisions

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+.07942
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+Reinsurance
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+Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate
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+On exponential representations of log-spacings of extreme order statistics
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+Statistics of Extremes
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+Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
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+Combined tail estimation using censored data and expert information
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+Ridge regression estimators for the extreme value index
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+Kernel estimates of the tail index of a distribution
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+Using a bootstrap method to choose the sample fraction in tail index estimation
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+A bootstrap-based method to achieve optimality in estimating the extreme-value index
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+On a Minimum Distance Procedure for Threshold Selection in Tail Analysis
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+Selecting the optimal sample fraction in univariate extreme value estimation
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+Extreme Value Theory and Statistics of Univariate Extremes: A Review
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+The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction
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+A Sturdy Reduced-Bias Extreme Quantile (<i>VaR</i>) Estimator
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+Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
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+Adaptive estimates of parameters of regular variation
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+A simple general approach to inference about the tail of a distribution
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+Extended generalised Pareto models for tail estimation
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