Pages that link to "Item:Q4181106"
From MaRDI portal
The following pages link to Estimation of Parameters and Larger Quantiles Based on the k Largest Observations (Q4181106):
Displayed 50 items.
- Estimation and inference about tail features with tail censored data (Q2172008) (← links)
- On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
- A change-point model for the \(r\)-largest order statistics with applications to environmental and financial data (Q2174726) (← links)
- Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (Q2175171) (← links)
- Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles (Q2191430) (← links)
- Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model (Q2219217) (← links)
- Robust estimator of conditional tail expectation of Pareto-type distribution (Q2223161) (← links)
- ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
- Additive models for extremal quantile regression with Pareto-type distributions (Q2245665) (← links)
- A significance test for the lasso (Q2249837) (← links)
- Discussion: ``A significance test for the lasso'' (Q2249838) (← links)
- Rejoinder: ``A significance test for the lasso'' (Q2249839) (← links)
- Conditions based on conditional moments for max-stable limit laws (Q2271711) (← links)
- Bias-reduced estimators for bivariate tail modelling (Q2276254) (← links)
- Tail expectile process and risk assessment (Q2278671) (← links)
- On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails (Q2283057) (← links)
- Simultaneous confidence bands for extremal quantile regression with splines (Q2303027) (← links)
- Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation (Q2322012) (← links)
- Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution (Q2322646) (← links)
- Bias-corrected estimation for conditional Pareto-type distributions with random right censoring (Q2322840) (← links)
- Spacings around an order statistic (Q2351696) (← links)
- Estimating extreme quantiles under random truncation (Q2351810) (← links)
- On the estimation of high quantiles (Q2365863) (← links)
- Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
- Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes (Q2384670) (← links)
- The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141) (← links)
- Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions (Q2443235) (← links)
- Semi-parametric probability-weighted moments estimation revisited (Q2445488) (← links)
- Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
- Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions (Q2452882) (← links)
- Bias-reduced extreme quantile estimators of Weibull tail-distributions (Q2475771) (← links)
- Improved reduced-bias tail index and quantile estimators (Q2480036) (← links)
- The contribution of the maximum to the sum of excesses for testing max-domains of attraction (Q2491855) (← links)
- On univariate extreme value statistics and the estimation of reinsurance premiums (Q2499825) (← links)
- Effort associated with a class of random optimization methods (Q2640454) (← links)
- Extremal quantile autoregression for heavy-tailed time series (Q2674515) (← links)
- Tail and quantile estimation for real-valued \(\beta\)-mixing spatial data (Q2693222) (← links)
- Record-breaking data: a parametric comparison of the inverse-sampling and the random-sampling schemes (Q2746329) (← links)
- Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions (Q2932770) (← links)
- Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology (Q3098930) (← links)
- Workload Portfolio Optimization for Virtualized Computer Systems Based on Semiparametric Quantile Function Estimation (Q3101560) (← links)
- Estimation of distribution tails —a semiparametric approach (Q3141122) (← links)
- Estimation of the Ruin Probability in Infinite Time for Heavy Right-Tailed Losses (Q3193130) (← links)
- Concomitants and linear estimators in an i-dimensional extremal model (Q3357369) (← links)
- Dynamic linear seasonal models applied to extreme temperature data: a Bayesian approach using the <i>r</i>-larger order statistics distribution (Q3390581) (← links)
- A Modified Quantile Estimator Using Extreme-Value Theory with Applications (Q3429948) (← links)
- Additive Outlier Detection Via Extreme-Value Theory (Q3440763) (← links)
- A Log Probability Weighted Moment Estimator of Extreme Quantiles (Q3459684) (← links)
- A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685) (← links)
- Likelihood ratio test for testing equality of location parameters of two exponential distributions from doubly censored samples (Q3473041) (← links)