Pages that link to "Item:Q1424663"

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)