Pages that link to "Item:Q1084785"
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The following pages link to On asymptotic normality of Hill's estimator for the exponent of regular variation (Q1084785):
Displaying 50 items.
- A moving window approach for nonparametric estimation of the conditional tail index (Q957320) (← links)
- Estimating catastrophic quantile levels for heavy-tailed distributions (Q977160) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- A parametric solution for simple stress-strength model of failure with an application (Q1104011) (← links)
- Second-order regular variation, convolution and the central limit theorem (Q1275940) (← links)
- Tail index estimation for dependent data (Q1296719) (← links)
- A tail bootstrap procedure for estimating the tail Pareto-index (Q1299448) (← links)
- On tail parameter estimation in certain point process models (Q1361753) (← links)
- Approximation to the expectation of a function of order statistics and its applications (Q1363014) (← links)
- A general class of estimators of the extreme value index (Q1378783) (← links)
- Generalized least-squares estimators for the thickness of heavy tails (Q1417814) (← links)
- Limiting behaviour of a geometric-type estimator for tail indices. (Q1423351) (← links)
- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
- Multivariate moment based extreme value index estimators (Q1695426) (← links)
- Semi-parametric regression estimation of the tail index (Q1697475) (← links)
- Simple tail index estimation for dependent and heterogeneous data with missing values (Q1729814) (← links)
- Estimation of heavy-tailed probability density function with applications to Web data (Q1775986) (← links)
- Selecting the optimal sample fraction in univariate extreme value estimation (Q1805764) (← links)
- Tails of Lorenz curves (Q1867734) (← links)
- Weak limiting behaviour of a simple tail Pareto-index estimator (Q1890864) (← links)
- \(K\)-record values and the extreme-value index (Q1890867) (← links)
- Asymptotically efficient estimation of the index of regular variation (Q1922379) (← links)
- Estimation of central shapes of error distributions in linear regression problems (Q1934473) (← links)
- Dual divergence estimators of the tail index (Q1952682) (← links)
- Inference about the tail of a distribution: improvement on the Hill estimator (Q1958090) (← links)
- A class of Pickands-type estimators for the extreme value index (Q1969141) (← links)
- On local uniformity for estimators and confidence limits (Q1972158) (← links)
- The coupling method in extreme value theory (Q2040094) (← links)
- Extremal dependence measure for functional data (Q2078556) (← links)
- Flexible multivariate Hill estimators (Q2190231) (← links)
- On posterior consistency of tail index for Bayesian kernel mixture models (Q2419667) (← links)
- The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141) (← links)
- A new representation for multivariate tail probabilities (Q2435257) (← links)
- Are there common values in first-price auctions? A tail-index nonparametric test (Q2439866) (← links)
- Estimation of the Weibull tail-coefficient with linear combination of upper order statistics (Q2475773) (← links)
- On estimation of the exponent of regular variation using a sample with missing observations (Q2479325) (← links)
- Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling (Q2488471) (← links)
- On univariate extreme value statistics and the estimation of reinsurance premiums (Q2499825) (← links)
- Weak convergence of a bootstrap geometric-type estimator with applications to risk theory (Q2499834) (← links)
- A Monte Carlo method for estimating the correlation exponent (Q2499994) (← links)
- Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis (Q2513594) (← links)
- Semiparametric lower bounds for tail index estimation (Q2581645) (← links)
- Pareto Index Estimation Under Moderate Right Censoring (Q2759549) (← links)
- On tail index estimation based on multivariate data (Q2811273) (← links)
- On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
- Estimation of distribution tails —a semiparametric approach (Q3141122) (← links)
- A Hill Type Estimator of the Weibull Tail-Coefficient (Q3155256) (← links)
- A new test for tail index with application to Danish fire loss data (Q3390350) (← links)
- Almost sure convergence of the Hill estimator (Q3814549) (← links)