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

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-Hansjoerg Albrecher
@@ Property / author: Hansjoerg Albrecher / rank @@
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+Hansjoerg Albrecher
@@ Property / author: Hansjoerg Albrecher / rank @@
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+MaRDI publication profile
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+W2995259415
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+.07942
@@ Property / arXiv ID: 1903.07942 / rank @@
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@@ Property / cites work @@
+Reinsurance
@@ Property / cites work: Reinsurance / rank @@
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@@ Property / cites work @@
+Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate
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+Q2925453
@@ Property / cites work: Q2925453 / rank @@
+Normal rank
@@ Property / cites work @@
+On exponential representations of log-spacings of extreme order statistics
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@@ Property / cites work @@
+Statistics of Extremes
@@ Property / cites work: Statistics of Extremes / rank @@
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@@ Property / cites work @@
+Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
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@@ Property / cites work @@
+Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data
+Normal rank
@@ Property / cites work @@
+Combined tail estimation using censored data and expert information
+Normal rank
@@ Property / cites work @@
+Ridge regression estimators for the extreme value index
+Normal rank
@@ Property / cites work @@
+Kernel estimates of the tail index of a distribution
+Normal rank
@@ Property / cites work @@
+Using a bootstrap method to choose the sample fraction in tail index estimation
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@@ Property / cites work @@
+Q5485944
@@ Property / cites work: Q5485944 / rank @@
+Normal rank
@@ Property / cites work @@
+A bootstrap-based method to achieve optimality in estimating the extreme-value index
+Normal rank
@@ Property / cites work @@
+How to make a Hill plot.
@@ Property / cites work: How to make a Hill plot. / rank @@
+Normal rank
@@ Property / cites work @@
+On a Minimum Distance Procedure for Threshold Selection in Tail Analysis
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@@ Property / cites work @@
+Selecting the optimal sample fraction in univariate extreme value estimation
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@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+A new class of semi-parametric estimators of the second order parameter.
+Normal rank
@@ Property / cites work @@
+New Reduced-bias Estimators of a Positive Extreme Value Index
+Normal rank
@@ Property / cites work @@
+Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
+Normal rank
@@ Property / cites work @@
+Extreme Value Theory and Statistics of Univariate Extremes: A Review
+Normal rank
@@ Property / cites work @@
+The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction
+Normal rank
@@ Property / cites work @@
+A Sturdy Reduced-Bias Extreme Quantile (<i>VaR</i>) Estimator
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@@ 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 @@
+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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@@ Property / cites work @@
+Extended generalised Pareto models for tail estimation
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@@ links / mardi / name / links / mardi / name @@
+Publication:2027092