Pages that link to "Item:Q1424676"

The following pages link to On exponential representations of log-spacings of extreme order statistics (Q1424676):

Displaying 48 items.

• Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
• A weighted mean excess function approach to the estimation of Weibull-type tails (Q261473) (← links)
• Estimating the conditional tail index by integrating a kernel conditional quantile estimator (Q434577) (← links)
• Estimation of the conditional tail index using a smoothed local Hill estimator (Q483516) (← links)
• New estimators of the extreme value index under random right censoring, for heavy-tailed distributions (Q488101) (← links)
• Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (Q549644) (← links)
• Semi-parametric estimation for heavy tailed distributions (Q650683) (← links)
• Asymptotic normality of location invariant heavy tail index estimator (Q650731) (← links)
• Nonparametric estimation for a class of Lévy processes (Q736519) (← links)
• Threshold selection in univariate extreme value analysis (Q826008) (← links)
• Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
• Multivariate spacings based on data depth. I: Construction of nonparametric multivariate tolerance regions (Q930655) (← links)
• A moving window approach for nonparametric estimation of the conditional tail index (Q957320) (← links)
• Comparing extreme models when the sign of the extreme value index is known (Q962036) (← links)
• Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known (Q963889) (← links)
• Bias reduction for high quantiles (Q974486) (← links)
• Kernel estimators for the second order parameter in extreme value statistics (Q974511) (← links)
• Estimating catastrophic quantile levels for heavy-tailed distributions (Q977160) (← links)
• Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
• Does bias reduction with external estimator of second order parameter work for endpoint? (Q1011532) (← links)
• Bias-reduced estimators of the Weibull tail-coefficient (Q1019108) (← links)
• Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
• Estimation of the third-order parameter in extreme value statistics (Q1936549) (← links)
• A class of unbiased location invariant Hill-type estimators for heavy tailed distributions (Q1951775) (← links)
• A comparative study of the adaptive choice of thresholds in extreme hydrologic events (Q2002014) (← links)
• Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution (Q2015636) (← links)
• Threshold selection and trimming in extremes (Q2027092) (← links)
• Semi-parametric estimation of the quintile share ratio index of inequality measure for heavy-tailed income distributions with index in the upper half of the unit interval (Q2161485) (← links)
• Subsampling extremes: from block maxima to smooth tail estimation (Q2252905) (← links)
• Ridge regression estimators for the extreme value index (Q2311597) (← links)
• Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior (Q2317305) (← links)
• Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions (Q2443235) (← links)
• Bias-reduced extreme quantile estimators of Weibull tail-distributions (Q2475771) (← links)
• Kernel-type estimator of the reinsurance premium for heavy-tailed loss distributions (Q2514606) (← links)
• A goodness-of-fit statistic for Pareto-type behaviour (Q2571221) (← links)
• Testing for small bias of tail index estimators (Q2571229) (← links)
• Extreme-value based estimation of the conditional tail moment with application to reinsurance rating (Q2682980) (← links)
• A Test for Comparing Tail Indices for Heavy-Tailed Distributions via Empirical Likelihood (Q2794796) (← links)
• Reduced‐bias tail index estimation and the jackknife methodology (Q3592389) (← links)
• Reduced-Bias Tail Index Estimators Under a Third-Order Framework (Q3631430) (← links)
• Kernel-type estimators for the distortion risk premiums of heavy-tailed distributions (Q4576968) (← links)
• Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index (Q4648648) (← links)
• ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (Q5069508) (← links)
• A robust prediction error criterion for pareto modelling of upper tails (Q5295957) (← links)
• (Q5866616) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• Nonparametric asymptotic confidence intervals for extreme quantiles (Q6073426) (← links)
• A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)