Pages that link to "Item:Q1424663"
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The following pages link to ``Asymptotically unbiased'' estimators of the tail index based on external estimation of the second order parameter (Q1424663):
Displayed 15 items.
- A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation (Q4912037) (← links)
- Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling (Q4929184) (← links)
- Reduced-bias and partially reduced-bias mean-of-order-<i>p</i> value-at-risk estimation: a Monte-Carlo comparison and an application (Q5036848) (← links)
- ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (Q5069508) (← links)
- Location invariant heavy tail index estimation with block method (Q5089919) (← links)
- Comparison of the several parameterized estimators for the positive extreme value index (Q5106857) (← links)
- Estimating Long Memory in Panel Random‐Coefficient AR(1) Data (Q5121009) (← links)
- A practical method for analysing heavy tailed data (Q5192949) (← links)
- The MOP EVI-Estimator Revisited (Q5261872) (← links)
- A simple second-order reduced bias’ tail index estimator (Q5425738) (← links)
- A heuristic adaptive choice of the threshold for bias-corrected Hill estimators (Q5457930) (← links)
- (Q5866616) (← links)
- Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles (Q6059468) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
- Improved estimators of tail index and extreme quantiles under dependence serials (Q6172066) (← links)