Bias correction in extreme value statistics with index around zero (Q2375844): Difference between revisions

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-.1007/s10687-012-0158-x
@@ Property / DOI: 10.1007/s10687-012-0158-x / rank @@
-Normal rank
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+On the maximal life span of humans
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+Normal rank
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+Improved reduced-bias tail index and quantile estimators
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+On spatial extremes: with application to a rainfall problem
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+A class of asymptotically unbiased semi-parametric estimators of the tail index.
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+Q5303070
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+Directional Modelling of Extreme Wind Speeds
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+Using a bootstrap method to choose the sample fraction in tail index estimation
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+Sea and wind: multivariate extremes at work
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+Q5485944
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+On the estimation of high quantiles
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+Q4342744
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+A moment estimator for the index of an extreme-value distribution
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+On Smooth Statistical Tail Functionals
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+Records in Athletics Through Extreme-Value Theory
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+Estimating a tail exponent by modelling departure from a Pareto distribution
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+Bias reduction in risk modelling: semi-parametric quantile estimation
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+``Asymptotically unbiased'' estimators of the tail index based on external estimation of the second order parameter
+Normal rank
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+Bias reduction and explicit semi-parametric estimation of the tail index
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+A simple second-order reduced bias’ tail index estimator
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+A Sturdy Reduced-Bias Extreme Quantile (<i>VaR</i>) Estimator
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+Alternatives to a semi-parametric estimator of parameters of rare events -- the jackknife methodology
+Normal rank
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+Semi-parametric estimation of the second order parameter in statistics of extremes
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+Generalized jackknife semi-parametric estimators of the tail index
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+Bias reduction of a tail index estimator through an external estimation of the second-order parameter
+Normal rank
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+Q4678814
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+Q5429823
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+Reduced‐bias tail index estimation and the jackknife methodology
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+Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
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+On estimating the endpoint of a distribution
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+The Influence Curve and Its Role in Robust Estimation
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+A simple general approach to inference about the tail of a distribution
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+Parameter and Quantile Estimation for the Generalized Pareto Distribution
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+Does bias reduction with external estimator of second order parameter work for endpoint?
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+Bias reduction for high quantiles
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+Bias reduction for endpoint estimation
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+Estimating catastrophic quantile levels for heavy-tailed distributions
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+Asymptotically unbiased estimators for the extreme-value index
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+Alternatives to the Median Absolute Deviation
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+Estimating tails of probability distributions
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+Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
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@@ Property / DOI @@
+.1007/S10687-012-0158-X
@@ Property / DOI: 10.1007/S10687-012-0158-X / rank @@
+Normal rank