Pages that link to "Item:Q1321980"

The following pages link to Optimal choice of sample fraction in extreme-value estimation (Q1321980):

Displaying 49 items.

• A simple generalisation of the Hill estimator (Q130015) (← links)
• Competitive estimation of the extreme value index (Q310653) (← links)
• Several modifications of DPR estimator of the tail index (Q392751) (← 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)
• A class of new tail index estimators (Q520570) (← links)
• Semi-parametric tail inference through probability-weighted moments (Q607216) (← links)
• Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
• Estimating L-functionals for heavy-tailed distributions and application (Q609711) (← links)
• Semi-parametric estimation for heavy tailed distributions (Q650683) (← links)
• Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
• Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
• Regression estimator for the tail index (Q777861) (← links)
• On the estimation of a changepoint in a tail index (Q852282) (← links)
• Averages of Hill estimators (Q882925) (← links)
• Tail index estimation with a fixed tuning parameter fraction (Q899351) (← links)
• Reiss and Thomas' automatic selection of the number of extremes (Q957044) (← 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)
• A general class of estimators of the extreme value index (Q1378783) (← links)
• Kernel-type estimators for the extreme value index (Q1430919) (← links)
• A simple estimator for the characteristic exponent of the stable Paretian distribution (Q1596876) (← links)
• On the use of the peaks over thresholds method for estimating out-of-sample quantiles. (Q1603677) (← links)
• An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
• Bayesian threshold selection for extremal models using measures of surprise (Q1623822) (← links)
• An estimator of heavy tail index through the generalized jackknife methodology (Q1718929) (← 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)
• How to make a Hill plot. (Q1848777) (← links)
• Estimation of the tail parameter in the domain of attraction of an extremal distribution (Q1890873) (← links)
• Estimating the probability of a rare event (Q1970487) (← links)
• An adaptive optimal estimate of the tail index for MA(1) time series (Q1970810) (← links)
• Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution (Q2015636) (← links)
• Local-maximum-based tail index estimator (Q2257586) (← links)
• Tail and dependence behavior of levels that persist for a fixed period of time (Q2271707) (← links)
• Estimating the historical and future probabilities of large terrorist events (Q2441827) (← links)
• Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q2441828) (← links)
• Rejoinder of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q2441829) (← links)
• Semi-parametric probability-weighted moments estimation revisited (Q2445488) (← links)
• Power-law distributions in binned empirical data (Q2453658) (← links)
• Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272) (← links)
• A location-invariant probability weighted moment estimation of the Extreme Value Index (Q2804923) (← links)
• The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
• Estimation of the Ruin Probability in Infinite Time for Heavy Right-Tailed Losses (Q3193130) (← links)
• Fighting the arch–enemy with mathematics‘ (Q3198768) (← links)
• Samples with a limit shape, multivariate extremes, and risk (Q5005021) (← links)
• POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk (Q6066381) (← links)
• Nonparametric asymptotic confidence intervals for extreme quantiles (Q6073426) (← links)
• Weyl's law for singular Riemannian manifolds (Q6187086) (← links)