Pages that link to "Item:Q4181106"

The following pages link to Estimation of Parameters and Larger Quantiles Based on the k Largest Observations (Q4181106):

Displayed 14 items.

• Statistical estimate of the proportional hazard premium of loss (Q3505339) ‎ (← links)
• Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach (Q3593510) ‎ (← links)
• Estimating percentage points by simulation (Q3745063) ‎ (← links)
• Statistics of extremes in climatology (Q3821449) ‎ (← links)
• Confidence intervals for the threshold parameter (Q3920505) ‎ (← links)
• Testing equality of location parameters of two exponential distributions from censored samples (Q3978727) ‎ (← links)
• Prediction of record values (Q4216590) ‎ (← links)
• An Estimator of the Exponent of Regular Variation Based on K-Record Values (Q4228051) ‎ (← links)
• Testing the equality of location parameters of exponential populations from censored samples (Q4275869) ‎ (← links)
• Modelling of extremal events in insurance and finance (Q4289816) ‎ (← links)
• Comparison of estimation methods in extreme value theory (Q4337155) ‎ (← links)
• On optimising the estimation of high quantiles of a probability distribution (Q4454284) ‎ (← links)
• A practical method for analysing heavy tailed data (Q5192949) ‎ (← links)
• (Q5389862) ‎ (← links)