Pages that link to "Item:Q3765023"

The following pages link to Parameter and Quantile Estimation for the Generalized Pareto Distribution (Q3765023):

Displaying 50 items.

• A peak-over-threshold search method for global optimization (Q1640234) (← links)
• A new probability model for hydrologic events: properties and applications (Q1654553) (← links)
• Estimating extreme tail risk measures with generalized Pareto distribution (Q1659253) (← links)
• Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework (Q1674040) (← links)
• Detecting distributional changes in samples of independent block maxima using probability weighted moments (Q1675709) (← links)
• Some cubic rank transmuted distributions (Q1711146) (← links)
• Shape measures based on the convex transform order (Q1731102) (← links)
• Asymptotic normality of the likelihood moment estimators for a stationary linear process with heavy-tailed innovations (Q1744173) (← links)
• Approximation of the distribution of excesses using a generalized probability weighted moment method (Q1771045) (← links)
• INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles (Q1792632) (← links)
• Selecting the optimal sample fraction in univariate extreme value estimation (Q1805764) (← links)
• Optimal rates of convergence for estimates of the extreme value index (Q1807081) (← links)
• Moment estimator for random vectors with heavy tails (Q1808842) (← links)
• Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data (Q1848960) (← links)
• A new look at probability-weighted moments estimators (Q1876816) (← links)
• LAN of extreme order statistics (Q1915252) (← links)
• On testing the extreme value index via the POT-method (Q1922377) (← links)
• Estimating an endpoint with high-order moments (Q1946883) (← links)
• Estimating a tail exponent by modelling departure from a Pareto distribution (Q1970488) (← links)
• A distributed quantile estimation algorithm of heavy-tailed distribution with massive datasets (Q1980051) (← links)
• Improved inference for the generalized Pareto distribution (Q1994025) (← links)
• Estimation and prediction for power Lindley distribution under progressively type II right censored samples (Q1997101) (← links)
• Parameter estimation for one-sided heavy-tailed distributions (Q2006758) (← links)
• Data fusion for uncertainty quantification with non-intrusive polynomial chaos (Q2021255) (← links)
• Adjusted extreme conditional quantile autoregression with application to risk measurement (Q2039159) (← links)
• The coupling method in extreme value theory (Q2040094) (← links)
• A shared spatial model for multivariate extreme-valued binary data with non-random missingness (Q2061742) (← links)
• A test procedure for distinguishing logarithmically decaying tail from polynomially decaying tail (Q2131939) (← links)
• Improved inference on risk measures for univariate extremes (Q2170408) (← links)
• Maximum likelihood estimation of asymmetric double type II Pareto distributions (Q2176427) (← links)
• Forecasting value-at-risk with a duration-based POT method (Q2227456) (← links)
• Calibration of numerical model output using nonparametric spatial density functions (Q2261043) (← links)
• Parameter estimation of the generalized Pareto distribution. I (Q2270258) (← links)
• A matching prior for extreme quantile estimation of the generalized Pareto distribution (Q2270277) (← links)
• Extreme-value-theoretic estimation of local intrinsic dimensionality (Q2287722) (← links)
• Confidence intervals of the generalized Pareto distribution parameters based on upper record values (Q2300533) (← links)
• Ridge regression estimators for the extreme value index (Q2311597) (← links)
• The Kumaraswamy Birnbaum-Saunders distribution (Q2320803) (← links)
• Credit risk and solvency capital requirements (Q2323660) (← links)
• Generalised smooth tests for the generalised Pareto distribution (Q2324175) (← links)
• Two-sided variable inspection plans for arbitrary continuous populations with unknown distribution (Q2324335) (← links)
• On the block maxima method in extreme value theory: PWM estimators (Q2338927) (← links)
• On consistency of the likelihood moment estimators for a linear process with regularly varying innovations (Q2363665) (← links)
• Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
• Divergence based robust estimation of the tail index through an exponential regression model (Q2404621) (← links)
• Maximum likelihood estimators based on the block maxima method (Q2419654) (← links)
• A review on consistency and robustness properties of support vector machines for heavy-tailed distributions (Q2442784) (← links)
• Semi-parametric probability-weighted moments estimation revisited (Q2445488) (← links)
• Extreme-quantile tracking for financial time series (Q2451784) (← links)
• Accounting for the threshold uncertainity in extreme value estimation (Q2463692) (← links)