Pages that link to "Item:Q1805764"
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The following pages link to Selecting the optimal sample fraction in univariate extreme value estimation (Q1805764):
Displayed 35 items.
- Rejoinder of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q2441829) (← links)
- Power-law distributions in binned empirical data (Q2453658) (← links)
- Approximations to the tail empirical distribution function with application to testing extreme value conditions (Q2499095) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- A goodness-of-fit statistic for Pareto-type behaviour (Q2571221) (← links)
- Extreme-value based estimation of the conditional tail moment with application to reinsurance rating (Q2682980) (← links)
- On tail index estimation based on multivariate data (Q2811273) (← links)
- Estimation of the Ruin Probability in Infinite Time for Heavy Right-Tailed Losses (Q3193130) (← links)
- A new test for tail index with application to Danish fire loss data (Q3390350) (← links)
- Statistical estimate of the proportional hazard premium of loss (Q3505339) (← 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)
- Bootstrap confidence intervals for the pareto index (Q4493687) (← links)
- Generalized Pareto processes and fund liquidity risk (Q4554499) (← links)
- Estimating Extreme Quantiles of Weibull Tail Distributions (Q4681066) (← links)
- Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling (Q4929184) (← links)
- On a Minimum Distance Procedure for Threshold Selection in Tail Analysis (Q5027018) (← links)
- A practical method for analysing heavy tailed data (Q5192949) (← links)
- Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model (Q5222295) (← 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)
- MULTIVARIATE TAIL ESTIMATION WITH APPLICATION TO ANALYSIS OF COVAR (Q5398351) (← links)
- Premium Calculation for Fat-tailed Risk (Q5490584) (← links)
- Extreme behaviour for bivariate elliptical distributions (Q5718585) (← links)
- Where does the tail begin? An approach based on scoring rules (Q5860997) (← links)
- Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations (Q5881419) (← links)
- Using a bootstrap method to choose the sample fraction in tail index estimation (Q5933445) (← links)
- Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971202) (← links)
- Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971203) (← links)
- Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971204) (← links)
- Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971205) (← links)
- Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971206) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- Sequential Monte Carlo samplers to fit and compare insurance loss models (Q6096074) (← links)
- Improved estimators of tail index and extreme quantiles under dependence serials (Q6172066) (← links)
