Pages that link to "Item:Q3765023"
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The following pages link to Parameter and Quantile Estimation for the Generalized Pareto Distribution (Q3765023):
Displaying 50 items.
- On adjusted method of moments estimators on uniform distribution samples (Q2513700) (← links)
- Some theory and practical uses of trimmed \(L\)-moments (Q2643295) (← links)
- (Q2893932) (← links)
- A local moment type estimator for the extreme value index in regression with random covariates (Q2925558) (← links)
- Estimation for the Generalized Pareto Distribution Using Maximum Likelihood and Goodness of Fit (Q3017861) (← links)
- How fast can the chord length distribution decay? (Q3021248) (← links)
- Workload Portfolio Optimization for Virtualized Computer Systems Based on Semiparametric Quantile Function Estimation (Q3101560) (← links)
- Efficiency of convex combinations of pickands estimator of the extreme value index (Q3432401) (← links)
- Projection Mean–Variance Bounds on Expectations of<i>k</i>th Record Values from Restricted Families (Q3436012) (← links)
- Data-Transformation and Test of Fit for the Generalized Pareto Hypothesis (Q3436027) (← links)
- A Log Probability Weighted Moment Estimator of Extreme Quantiles (Q3459684) (← links)
- LIKELIHOOD MOMENT ESTIMATION FOR THE GENERALIZED PARETO DISTRIBUTION (Q3592374) (← links)
- Statistics of extremes in climatology (Q3821449) (← links)
- A unification of tail estimators (Q3978044) (← links)
- Extreme value statistics and wind storm losses: A case study (Q4248562) (← links)
- Refined pickands estimators wtth bias correction (Q4337160) (← links)
- Asymptotic behaviour of the probability-weighted moments and penultimate approximation (Q4405592) (← links)
- Semiparametric estimation of extremes (Q4490189) (← links)
- BETA-NORMAL DISTRIBUTION AND ITS APPLICATIONS (Q4540737) (← links)
- Odd Pareto families of distributions for modeling loss payment data (Q4583600) (← links)
- Correcting Certain Estimation Methods for the Generalized Pareto Distribution (Q4596171) (← links)
- Parameter estimation for three-parameter generalized Pareto distribution by weighted non linear least squares (Q4605228) (← links)
- A Class of Semi-parametric Probability Weighted Moment Estimators (Q4644980) (← links)
- Trend in high tropospheric ozone levels. Application to paris monitoring sites (Q4652924) (← links)
- Estimating Extreme Quantiles of Weibull Tail Distributions (Q4681066) (← links)
- Estimation for the generalized pareto distribution with censored data (Q4787645) (← links)
- A comparative evaluation of the estimators of the three-parameter generalized pareto distribution (Q4825494) (← links)
- Recurrence relations for single and product moments of record values from generalized pareto distribution (Q4843648) (← links)
- A comparison of quantile estimators (Q4844145) (← links)
- A Median Regression Model to Estimate the Parameters of the Three-Parameter Generalized Pareto Distribution (Q4906435) (← links)
- (Q5011442) (← links)
- Fitting the generalized Pareto distribution to data based on transformations of order statistics (Q5036523) (← links)
- Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach (Q5049418) (← links)
- (Q5069589) (← links)
- The geometric mean? (Q5079216) (← links)
- Prequential omnibus goodness-of-fit tests for stochastic processes: A numerical study (Q5084739) (← links)
- A survey of a hurdle model for heavy-tailed data based on the generalized lambda distribution (Q5085611) (← links)
- Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework (Q5085614) (← links)
- On the modified Burr IV model for hydrological events: development, properties, characterizations and applications (Q5092985) (← links)
- (Q5154662) (← links)
- Bias and size corrections in extreme value modeling (Q5160262) (← links)
- Some Characterizations on Generalized Pareto Distributions (Q5290392) (← links)
- Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death (Q5379234) (← links)
- On a Class of Distributions Defined by the Relationship Between Their Density and Distribution Functions (Q5421538) (← links)
- Methoden der Extremwerttheorie zur Bestimmung eines Einzelschaden-Exzedenten im Krankenversicherungsbereich (Q5422717) (← links)
- New Measures of Central Tendency and Variability of Continuous Distributions (Q5450542) (← links)
- Inference Based on Order Statistics from the Generalized Pareto Distribution and Application (Q5460703) (← links)
- Statistical Inference for the Generalized Pareto Distribution: Maximum Likelihood Revisited (Q5484667) (← links)
- The Anderson–Darling Goodness-of-Fit Test Statistic for the Three-Parameter Lognormal Distribution (Q5494956) (← links)
- Pitman Estimator to Pareto Scale Parameters (Q5712001) (← links)