Pages that link to "Item:Q1321980"
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The following pages link to Optimal choice of sample fraction in extreme-value estimation (Q1321980):
Displaying 17 items.
- Abelian and Tauberian Theorems on the Bias of the Hill Estimator (Q4455912) (← links)
- Bootstrap confidence intervals for the pareto index (Q4493687) (← links)
- Samples with a limit shape, multivariate extremes, and risk (Q5005021) (← links)
- Comparison of the several parameterized estimators for the positive extreme value index (Q5106857) (← links)
- Extreme Value Theory and Archimedean Copulas (Q5430577) (← links)
- Premium Calculation for Fat-tailed Risk (Q5490584) (← links)
- Size distributions reconsidered (Q5860954) (← links)
- Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour (Q5931393) (← 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)
- POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk (Q6066381) (← links)
- Nonparametric asymptotic confidence intervals for extreme quantiles (Q6073426) (← links)
- Weyl's law for singular Riemannian manifolds (Q6187086) (← links)
