Estimating catastrophic quantile levels for heavy-tailed distributions (Q977160): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
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: Pareto Index Estimation Under Moderate Right Censoring / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4726487 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the estimation of high quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Almost sure convergence of the Hill estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Almost sure convergence of a tail index estimator in the presence of censoring. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Smooth Statistical Tail Functionals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extreme quantile estimation for dependent data, with applications to finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Selecting the optimal sample fraction in univariate extreme value estimation / 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: On asymptotic normality of Hill's estimator for the exponent of regular variation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple general approach to inference about the tail of a distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating tails of probability distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5797478 / 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 23:05, 2 July 2024

scientific article
Language Label Description Also known as
English
Estimating catastrophic quantile levels for heavy-tailed distributions
scientific article

    Statements

    Estimating catastrophic quantile levels for heavy-tailed distributions (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    20 June 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Pareto index
    0 references
    Extreme quantiles
    0 references
    Censoring
    0 references
    Bias reduction
    0 references
    0 references