Pages that link to "Item:Q5933445"
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The following pages link to Using a bootstrap method to choose the sample fraction in tail index estimation (Q5933445):
Displayed 50 items.
- Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data (Q2002576) (← links)
- Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution (Q2015636) (← links)
- Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores (Q2024469) (← links)
- Threshold selection and trimming in extremes (Q2027092) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Choice of smoothing parameter in multivariate copula-based tail coefficients (Q2156814) (← links)
- Adapting the Hill estimator to distributed inference: dealing with the bias (Q2158810) (← links)
- Estimation and inference about tail features with tail censored data (Q2172008) (← links)
- Subsampling extremes: from block maxima to smooth tail estimation (Q2252905) (← links)
- Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
- Estimating extreme bivariate quantile regions (Q2375848) (← links)
- Asymptotically best linear unbiased tail estimators under a second-order regular variation condition (Q2386151) (← links)
- Haezendonck-Goovaerts risk measure with a heavy tailed loss (Q2404537) (← links)
- Subsampling the distribution of diverging statistics with applications to finance (Q2439061) (← links)
- Estimating the historical and future probabilities of large terrorist events (Q2441827) (← links)
- Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q2441828) (← links)
- Rejoinder of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q2441829) (← links)
- Semi-parametric probability-weighted moments estimation revisited (Q2445488) (← links)
- Power-law distributions in binned empirical data (Q2453658) (← links)
- Computer-intensive rate estimation, diverging statistics and scanning (Q2456022) (← links)
- Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272) (← links)
- Kernel-type estimator of the reinsurance premium for heavy-tailed loss distributions (Q2514606) (← links)
- Extreme-value based estimation of the conditional tail moment with application to reinsurance rating (Q2682980) (← links)
- Tail index estimation based on survey data (Q2786467) (← links)
- On tail index estimation based on multivariate data (Q2811273) (← links)
- Estimation of tail-related value-at-risk measures: range-based extreme value approach (Q2879028) (← links)
- Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology (Q3098930) (← links)
- The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
- Modeling of long-range memory processes with inverse cubic distributions by the nonlinear stochastic differential equations (Q3302689) (← links)
- A new test for tail index with application to Danish fire loss data (Q3390350) (← links)
- A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL (Q3503127) (← links)
- Statistical estimate of the proportional hazard premium of loss (Q3505339) (← links)
- Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses (Q3631443) (← links)
- On optimising the estimation of high quantiles of a probability distribution (Q4454284) (← links)
- Abelian and Tauberian Theorems on the Bias of the Hill Estimator (Q4455912) (← links)
- Kernel-type estimators for the distortion risk premiums of heavy-tailed distributions (Q4576968) (← links)
- Test for the existence of finite moments via bootstrap (Q4634442) (← links)
- Diagnostics for Dependence within Time Series Extremes (Q4665872) (← links)
- On a Minimum Distance Procedure for Threshold Selection in Tail Analysis (Q5027018) (← links)
- On the estimation of extreme directional multivariate quantiles (Q5078040) (← links)
- A practical method for analysing heavy tailed data (Q5192949) (← links)
- A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS (Q5255869) (← links)
- A robust prediction error criterion for pareto modelling of upper tails (Q5295957) (← links)
- ON PORTFOLIO SELECTION UNDER EXTREME RISK MEASURE: THE HEAVY-TAILED ICA MODEL (Q5297233) (← links)
- A bootstrap method to test for the existence of finite moments (Q5299879) (← links)
- MULTIVARIATE TAIL ESTIMATION WITH APPLICATION TO ANALYSIS OF COVAR (Q5398351) (← links)
- Premium Calculation for Fat-tailed Risk (Q5490584) (← links)
- Where does the tail begin? An approach based on scoring rules (Q5860997) (← links)
- Lehmer's mean-of-order- <i>p</i> extreme value index estimation: a simulation study and applications (Q5861450) (← links)
- Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations (Q5881419) (← links)