Pages that link to "Item:Q1083792"
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The following pages link to Adaptive estimates of parameters of regular variation (Q1083792):
Displaying 50 items.
- A simple generalisation of the Hill estimator (Q130015) (← links)
- On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← links)
- Competitive estimation of the extreme value index (Q310653) (← links)
- Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
- Asymptotically unbiased estimators for the extreme-value index (Q449915) (← links)
- Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models (Q470495) (← links)
- Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles (Q497490) (← links)
- A class of new tail index estimators (Q520570) (← links)
- Zero-inflated truncated generalized Pareto distribution for the analysis of radio audience data (Q542948) (← links)
- Estimation of the survival probabilities by adjusting a Cox model to the tail (Q639604) (← links)
- Semi-parametric estimation for heavy tailed distributions (Q650683) (← links)
- Uniform in bandwidth consistency of kernel estimators of the tail index (Q650736) (← links)
- Dispersion models for extremes (Q650741) (← links)
- Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) (← links)
- Bias reduced tail estimation for censored Pareto type distributions (Q899640) (← links)
- Tail index estimation, concentration and adaptivity (Q902214) (← links)
- Procedure of test to compare the tail indices (Q904096) (← links)
- Tail inference: where does the tail begin? (Q907362) (← links)
- Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
- Statistics of extremes by oracle estimation (Q939657) (← links)
- Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known (Q963889) (← links)
- Kernel estimators for the second order parameter in extreme value statistics (Q974511) (← 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)
- A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
- Estimation of the tail exponent of multivariate regular variation (Q1680794) (← links)
- Semi-parametric regression estimation of the tail index (Q1697475) (← 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)
- On robust tail index estimation (Q1927123) (← links)
- Weighted moment estimators for the second order scale parameter (Q1930614) (← links)
- Estimation of central shapes of error distributions in linear regression problems (Q1934473) (← links)
- Estimation of the third-order parameter in extreme value statistics (Q1936549) (← links)
