Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263): Difference between revisions

@@ Property / DOI @@
-.1007/s13171-015-0078-3
@@ Property / DOI: 10.1007/s13171-015-0078-3 / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G32
@@ Property / Mathematics Subject Classification ID: 62G32 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H12
@@ Property / Mathematics Subject Classification ID: 62H12 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6584585
@@ Property / zbMATH DE Number: 6584585 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+failure set
@@ Property / zbMATH Keywords: failure set / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+bias-correction
@@ Property / zbMATH Keywords: bias-correction / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+tail dependence
@@ Property / zbMATH Keywords: tail dependence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+robustness
@@ Property / zbMATH Keywords: robustness / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+tail quantile process
@@ Property / zbMATH Keywords: tail quantile process / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+RTDE
@@ Property / describes a project that uses: RTDE / 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/10.1007/s13171-015-0078-3
+Normal rank
@@ Property / OpenAlex ID @@
+W1887300810
@@ Property / OpenAlex ID: W1887300810 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust and efficient estimation by minimising a density power divergence
+Normal rank
@@ Property / cites work @@
+Bias-reduced estimators for bivariate tail modelling
+Normal rank
@@ Property / cites work @@
+Second-order refined peaks-over-threshold modelling for heavy-tailed distributions
+Normal rank
@@ Property / cites work @@
+Some comments on the estimation of a dependence index in bivariate extreme value statistics.
+Normal rank
@@ Property / cites work @@
+Limiting dependence structures for tail events, with applications to credit derivatives
+Normal rank
@@ Property / cites work @@
+Semi-parametric estimation for heavy tailed distributions
+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 @@
+A moment estimator for the index of an extreme-value distribution
+Normal rank
@@ Property / cites work @@
+An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index
+Normal rank
@@ Property / cites work @@
+Local robust and asymptotically unbiased estimation of conditional Pareto-type tails
+Normal rank
@@ Property / cites work @@
+Bivariate tail estimation: dependence in asymptotic independence
+Normal rank
@@ Property / cites work @@
+On Smooth Statistical Tail Functionals
@@ Property / cites work: On Smooth Statistical Tail Functionals / rank @@
+Normal rank
@@ Property / cites work @@
+A general class of estimators of the extreme value index
+Normal rank
@@ Property / cites work @@
+Robust and bias-corrected estimation of the coefficient of tail dependence
+Normal rank
@@ Property / cites work @@
+Estimating a tail exponent by modelling departure from a Pareto distribution
+Normal rank
@@ Property / cites work @@
+A new class of semi-parametric estimators of the second order parameter.
+Normal rank
@@ Property / cites work @@
+Kernel estimators for the second order parameter in extreme value statistics
+Normal rank
@@ Property / cites work @@
+Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence
+Normal rank
@@ Property / cites work @@
+Bias reduction and explicit semi-parametric estimation of the tail index
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+Estimation of a tail index based on minimum density power divergence
+Normal rank
@@ Property / cites work @@
+Q4363950
@@ Property / cites work: Q4363950 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of the coefficient of tail dependence in bivariate extremes
+Normal rank
@@ Property / cites work @@
+Statistical inference using extreme order statistics
+Normal rank
@@ Property / cites work @@
+A New Class of Models for Bivariate Joint Tails
@@ Property / cites work: A New Class of Models for Bivariate Joint Tails / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
+Normal rank
@@ Property / DOI @@
+.1007/S13171-015-0078-3
@@ Property / DOI: 10.1007/S13171-015-0078-3 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:288263