Ridge regression estimators for the extreme value index (Q2311597): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10687-018-0338-4
+Normal rank
@@ Property / OpenAlex ID @@
+W2896670794
@@ Property / OpenAlex ID: W2896670794 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail index estimation and an exponential regression model
+Normal rank
@@ Property / cites work @@
+On exponential representations of log-spacings of extreme order statistics
+Normal rank
@@ Property / cites work @@
+Statistics of Extremes
@@ Property / cites work: Statistics of Extremes / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of the extreme-value index and generalized quantile plots
+Normal rank
@@ Property / cites work @@
+Q5205512
@@ Property / cites work: Q5205512 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3434069
@@ Property / cites work: Q3434069 / rank @@
+Normal rank
@@ Property / cites work @@
+A moment estimator for the index of an extreme-value distribution
+Normal rank
@@ Property / cites work @@
+Estimating a tail exponent by modelling departure from a Pareto distribution
+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 @@
+A Diagnostic for Selecting the Threshold in Extreme Value Analysis
+Normal rank
@@ Property / cites work @@
+Q3670359
@@ Property / cites work: Q3670359 / rank @@
+Normal rank
@@ Property / cites work @@
+The elements of statistical learning. Data mining, inference, and prediction
+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 @@
+Ridge Regression: Biased Estimation for Nonorthogonal Problems
+Normal rank
@@ Property / cites work @@
+Estimating tails of probability distributions
@@ Property / cites work: Estimating tails of probability distributions / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q129116434
@@ Property / Wikidata QID: Q129116434 / rank @@
+Normal rank