Pages that link to "Item:Q1378783"
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The following pages link to A general class of estimators of the extreme value index (Q1378783):
Displayed 33 items.
- Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
- Statistics for tail processes of Markov chains (Q497485) (← links)
- A class of new tail index estimators (Q520570) (← links)
- Regression estimator for the tail index (Q777861) (← links)
- Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
- Fitting and validation of a bivariate model for large claims (Q998278) (← 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 note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator (Q1003781) (← links)
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
- Extreme value analysis of actuarial risks: estimation and model validation (Q1633245) (← links)
- Bivariate tail estimation: dependence in asymptotic independence (Q1769776) (← links)
- Selecting the optimal sample fraction in univariate extreme value estimation (Q1805764) (← links)
- Some comments on the estimation of a dependence index in bivariate extreme value statistics. (Q1871336) (← links)
- Tail and dependence behavior of levels that persist for a fixed period of time (Q2271707) (← links)
- Identifying groups of variables with the potential of being large simultaneously (Q2311595) (← links)
- Asymptotically best linear unbiased tail estimators under a second-order regular variation condition (Q2386151) (← links)
- Improved reduced-bias tail index and quantile estimators (Q2480036) (← links)
- Fitting time series with heavy tails and strong time dependence (Q2662923) (← links)
- The estimation of parameters for the tapered Pareto distribution from incomplete data (Q2674417) (← links)
- Reduced‐bias tail index estimation and the jackknife methodology (Q3592389) (← links)
- Reduced-Bias Tail Index Estimators Under a Third-Order Framework (Q3631430) (← links)
- Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses (Q3631443) (← links)
- Asymptotic behaviour of the probability-weighted moments and penultimate approximation (Q4405592) (← links)
- Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index (Q4648648) (← links)
- Bias reduction of a tail index estimator through an external estimation of the second-order parameter (Q4651105) (← links)
- On the foundations of multivariate heavy-tail analysis (Q4822461) (← links)
- Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (Q4911972) (← links)
- Modeling and Fitting of Time Series with Heavy Distribution Tails and Strong Time Dependence by Gaussian Time Series (Q4961769) (← links)
- Comparison of the several parameterized estimators for the positive extreme value index (Q5106857) (← links)
- CHANGE POINT TESTS FOR THE TAIL INDEX OF<i>β</i>-MIXING RANDOM VARIABLES (Q5357392) (← links)
- A heuristic adaptive choice of the threshold for bias-corrected Hill estimators (Q5457930) (← links)
- Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series (Q6092958) (← links)
- A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)