Pages that link to "Item:Q1083792"
From MaRDI portal
The following pages link to Adaptive estimates of parameters of regular variation (Q1083792):
Displayed 43 items.
- Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) (← links)
- Statistics of extremes by oracle estimation (Q939657) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold (Q1003332) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- Bias-reduced estimators of the Weibull tail-coefficient (Q1019108) (← links)
- Higher order estimation at Lebesgue points (Q1029644) (← links)
- On a robust and efficient maximum depth estimator (Q1042951) (← links)
- When are intermediate processes of the same stochastic order? (Q1096283) (← links)
- Bootstrap confidence intervals for tail indices. (Q1128451) (← links)
- Long run proportional hazards models of random censorship (Q1200013) (← 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)
- Censoring estimators of a positive tail index (Q1423070) (← links)
- On the use of the peaks over thresholds method for estimating out-of-sample quantiles. (Q1603677) (← 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)
- Optimal rates of convergence for estimates of the extreme value index (Q1807081) (← links)
- A class of asymptotically unbiased semi-parametric estimators of the tail index. (Q1872866) (← links)
- Bias reduction and explicit semi-parametric estimation of the tail index (Q1878667) (← links)
- Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution. (Q1879934) (← links)
- LAN of extreme order statistics (Q1915252) (← links)
- Asymptotically efficient estimation of the index of regular variation (Q1922379) (← links)
- Estimating a tail exponent by modelling departure from a Pareto distribution (Q1970488) (← links)
- On the estimation of the Weibull tail coefficient (Q2366576) (← links)
- A new class of estimators of a ``scale'' second order parameter (Q2463675) (← links)
- Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272) (← links)
- Bias-reduced extreme quantile estimators of Weibull tail-distributions (Q2475771) (← links)
- Semiparametric lower bounds for tail index estimation (Q2581645) (← links)
- Robust confidence bounds for extreme upper quantiles (Q3135425) (← links)
- Efficiency of convex combinations of pickands estimator of the extreme value index (Q3432401) (← links)
- PORT Hill and Moment Estimators for Heavy-Tailed Models (Q3527760) (← links)
- Refined pickands estimators wtth bias correction (Q4337160) (← links)
- On the maximal life span of humans (Q4353431) (← links)
- Estimating a Stability Parameter: Asymptotics and Simulations (Q4379703) (← links)
- How Can Non-invariant Statistics Work in Our Benefit in the Semi-parametric Estimation of Parameters of Rare Events (Q4431286) (← links)
- Bias reduction of a tail index estimator through an external estimation of the second-order parameter (Q4651105) (← links)
- A practical method for analysing heavy tailed data (Q5192949) (← links)
- Parameter Estimation of Stable Distributions (Q5201486) (← 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)
- Using a bootstrap method to choose the sample fraction in tail index estimation (Q5933445) (← links)
- Residual estimators (Q5950618) (← links)