Pages that link to "Item:Q1353412"
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The following pages link to Excess functions and estimation of the extreme-value index (Q1353412):
Displayed 13 items.
- Model misspecification in peaks over threshold analysis (Q79202) (← links)
- Mixed moment estimator and location invariant alternatives (Q626286) (← links)
- Semi-parametric estimation for heavy tailed distributions (Q650683) (← links)
- Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
- Regression with response distributions of Pareto-type (Q951893) (← links)
- Estimation of the extreme value index and extreme quantiles under random censoring (Q1003306) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- A new estimation method for Weibull-type tails based on the mean excess function (Q1011530) (← links)
- Bootstrap confidence intervals for tail indices. (Q1128451) (← links)
- Nonparametric tail estimation using a double bootstrap method. (Q1275535) (← links)
- Kernel-type estimators for the extreme value index (Q1430919) (← links)
- Bayesian analysis of extreme events with threshold estimation (Q3429985) (← links)
- Estimating a Stability Parameter: Asymptotics and Simulations (Q4379703) (← links)