Pages that link to "Item:Q1022014"

The following pages link to Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014):

Displaying 24 items.

• Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
• Modeling of censored bivariate extremal events (Q397218) (← links)
• Tail fitting for truncated and non-truncated Pareto-type distributions (Q508715) (← links)
• Conditional marginal expected shortfall (Q826003) (← links)
• Bias reduced tail estimation for censored Pareto type distributions (Q899640) (← links)
• Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
• Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications (Q1697227) (← links)
• On \(1/f\) noise (Q1955060) (← links)
• Local robust estimation of Pareto-type tails with random right censoring (Q2023827) (← links)
• Nonparametric estimation of conditional marginal excess moments (Q2101474) (← links)
• Robust nonparametric estimation of the conditional tail dependence coefficient (Q2181722) (← links)
• Bias-reduced estimators for bivariate tail modelling (Q2276254) (← links)
• Bias-corrected estimation for conditional Pareto-type distributions with random right censoring (Q2322840) (← links)
• Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions (Q2452882) (← links)
• Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439) (← links)
• Second-order tail asymptotics of deflated risks (Q2513459) (← links)
• Local robust and asymptotically unbiased estimation of conditional Pareto-type tails (Q2513930) (← links)
• Extreme value estimation of the conditional risk premium in reinsurance (Q2656989) (← links)
• Hunting for Black Swans in the European Banking Sector Using Extreme Value Analysis (Q4976497) (← links)
• (Q5866616) (← links)
• Robust estimation of Pareto-type tail index through an exponential regression model (Q5875238) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• Robust estimation of the conditional stable tail dependence function (Q6175804) (← links)
• Dependent conditional tail expectation for extreme levels (Q6204193) (← links)