Regression with response distributions of Pareto-type (Q951893): Difference between revisions

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+Excess functions and estimation of the extreme-value index
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+Burr regression and portfolio segmentation
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+Tail index estimation and an exponential regression model
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+Q4726487
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+Cumulative Frequency Functions
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+Fitting the Generalized Pareto Distribution to Data
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+Q4246939
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+Kernel estimates of the tail index of a distribution
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+Q3486670
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+A moment estimator for the index of an extreme-value distribution
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+Q4318617
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+Estimating a tail exponent by modelling departure from a Pareto distribution
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+Q3670359
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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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+Q3327567
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+Q3716094
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+Statistical inference using extreme order statistics
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+Maximum likelihood estimation in a class of nonregular cases
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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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+https://doi.org/10.1016/s0167-9473(02)00120-2
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