Modeling extreme events: sample fraction adaptive choice in parameter estimation (Q2320944): Difference between revisions

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+An extremal markovian sequence
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+Statistics of Extremes
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+Reduced-Bias Tail Index Estimators Under a Third-Order Framework
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+A new class of semi-parametric estimators of the second order parameter.
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+``Asymptotically unbiased'' estimators of the tail index based on external estimation of the second order parameter
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+Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
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+Subsampling techniques and the jackknife methodology in the estimation of the extremal index
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+Adaptive estimation of heavy right tails: resampling-based methods in action
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+Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling
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+On the exceedance point process for a stationary sequence
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+Extremes and related properties of random sequences and processes
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+The extremal index of sub-sampled processes
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+On the multivariate extremal index
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+Extremal theory for stochastic processes
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