Bias-reduced extreme quantile estimators of Weibull tail-distributions (Q2475771): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: The mean residual life function at great age: Applications to tail estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4365234 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail index estimation and an exponential regression model / rank
 
Normal rank
Property / cites work
 
Property / cites work: On exponential representations of log-spacings of extreme order statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric lower bounds for tail index estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust confidence bounds for extreme upper quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the estimation of the Weibull tail coefficient / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3486670 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bias-reduced estimators of the Weibull tail-coefficient / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Smooth Statistical Tail Functionals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating a tail exponent by modelling departure from a Pareto distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating Extreme Quantiles of Weibull Tail Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5429806 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3762535 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Hill Type Estimator of the Weibull Tail-Coefficient / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the estimation of high quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive estimates of parameters of regular variation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter and Quantile Estimation for the Generalized Pareto Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating catastrophic quantile levels for heavy-tailed distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of Parameters and Larger Quantiles Based on the k Largest Observations / rank
 
Normal rank

Latest revision as of 17:59, 27 June 2024

scientific article
Language Label Description Also known as
English
Bias-reduced extreme quantile estimators of Weibull tail-distributions
scientific article

    Statements

    Bias-reduced extreme quantile estimators of Weibull tail-distributions (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    11 March 2008
    0 references
    least-squares approach
    0 references
    asymptotic normality
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references