Pages that link to "Item:Q1659253"
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The following pages link to Estimating extreme tail risk measures with generalized Pareto distribution (Q1659253):
Displayed 4 items.
- Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework (Q1674040) (← links)
- A distributed quantile estimation algorithm of heavy-tailed distribution with massive datasets (Q1980051) (← links)
- Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework (Q5085614) (← links)
- Upper record values from the generalized Pareto distribution and associated statistical inference (Q6171308) (← links)