Pages that link to "Item:Q1879906"
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The following pages link to On maximum likelihood estimation of the extreme value index. (Q1879906):
Displaying 8 items.
- Tail inference using extreme U-statistics (Q6158215) (← links)
- A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution (Q6176327) (← links)
- Estimation of the adjusted standard-deviatile for extreme risks (Q6536918) (← links)
- Risk Analysis via Generalized Pareto Distributions (Q6620908) (← links)
- Too Connected to Fail? Inferring Network Ties From Price Co-Movements (Q6634841) (← links)
- Extreme Quantile Estimation for Autoregressive Models (Q6634896) (← links)
- Extremal Random Forests (Q6651413) (← links)
- Online prediction of extreme conditional quantiles via B-spline interpolation (Q6657809) (← links)
