Semi-parametric second-order reduced-bias high quantile estimation (Q619113): Difference between revisions

@@ Property / cites work @@
+Tail index estimation and an exponential regression model
+Normal rank
@@ Property / cites work @@
+Improved reduced-bias tail index and quantile estimators
+Normal rank
@@ Property / cites work @@
+A new class of estimators of a ``scale'' second order parameter
+Normal rank
@@ Property / cites work @@
+Q5303070
@@ Property / cites work: Q5303070 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3434069
@@ Property / cites work: Q3434069 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5633348
@@ Property / cites work: Q5633348 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5485944
@@ Property / cites work: Q5485944 / rank @@
+Normal rank
@@ Property / cites work @@
+Comparison of tail index estimators
@@ Property / cites work: Comparison of tail index estimators / rank @@
+Normal rank
@@ Property / cites work @@
+On the estimation of high quantiles
@@ Property / cites work: On the estimation of high quantiles / rank @@
+Normal rank
@@ Property / cites work @@
+On Smooth Statistical Tail Functionals
@@ Property / cites work: On Smooth Statistical Tail Functionals / rank @@
+Normal rank
@@ Property / cites work @@
+On optimising the estimation of high quantiles of a probability distribution
+Normal rank
@@ Property / cites work @@
+Estimating a tail exponent by modelling departure from a Pareto distribution
+Normal rank
@@ Property / cites work @@
+A new class of semi-parametric estimators of the second order parameter.
+Normal rank
@@ Property / cites work @@
+Sur la distribution limite du terme maximum d'une série aléatoire
+Normal rank
@@ Property / cites work @@
+Bias reduction in risk modelling: semi-parametric quantile estimation
+Normal rank
@@ Property / cites work @@
+Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour
+Normal rank
@@ Property / cites work @@
+``Asymptotically unbiased'' estimators of the tail index based on external estimation of the second order parameter
+Normal rank
@@ Property / cites work @@
+A Sturdy Reduced-Bias Extreme Quantile (<i>VaR</i>) Estimator
+Normal rank
@@ Property / cites work @@
+Alternatives to a semi-parametric estimator of parameters of rare events -- the jackknife methodology
+Normal rank
@@ Property / cites work @@
+Bias reduction of a tail index estimator through an external estimation of the second-order parameter
+Normal rank
@@ Property / cites work @@
+Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
+Normal rank
@@ Property / cites work @@
+Q5429823
@@ Property / cites work: Q5429823 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3670359
@@ Property / cites work: Q3670359 / rank @@
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+Q4438065
@@ Property / cites work: Q4438065 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating catastrophic quantile levels for heavy-tailed distributions
+Normal rank
@@ Property / cites work @@
+Asymptotically unbiased estimators for the extreme-value index
+Normal rank
@@ Property / cites work @@
+Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
+Normal rank