Pages that link to "Item:Q1805764"
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The following pages link to Selecting the optimal sample fraction in univariate extreme value estimation (Q1805764):
Displayed 38 items.
- 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)
- Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
- On the estimation of a changepoint in a tail index (Q852282) (← links)
- Averages of Hill estimators (Q882925) (← links)
- Statistics of extremes by oracle estimation (Q939657) (← links)
- Goodness-of-fit tests for a heavy tailed distribution (Q951056) (← links)
- Reiss and Thomas' automatic selection of the number of extremes (Q957044) (← 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)
- Bootstrap and empirical likelihood methods in extremes (Q1003320) (← links)
- Higher order estimation at Lebesgue points (Q1029644) (← links)
- Approximation of the Hill estimator process (Q1273016) (← links)
- Censoring estimators of a positive tail index (Q1423070) (← links)
- Kernel-type estimators for the extreme value index (Q1430919) (← links)
- Tail index estimation in small samples. Simulation results for independent and ARCH-type financial return models (Q1762973) (← links)
- How to make a Hill plot. (Q1848777) (← links)
- Minimax risk bounds in extreme value theory (Q1848862) (← links)
- A class of asymptotically unbiased semi-parametric estimators of the tail index. (Q1872866) (← links)
- Hill's estimator for the tail index of an ARMA model (Q1877836) (← 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)
- Approximations to the tail empirical distribution function with application to testing extreme value conditions (Q2499095) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- A goodness-of-fit statistic for Pareto-type behaviour (Q2571221) (← links)
- Statistical estimate of the proportional hazard premium of loss (Q3505339) (← links)
- On optimising the estimation of high quantiles of a probability distribution (Q4454284) (← links)
- Abelian and Tauberian Theorems on the Bias of the Hill Estimator (Q4455912) (← links)
- Bootstrap confidence intervals for the pareto index (Q4493687) (← links)
- Estimating Extreme Quantiles of Weibull Tail Distributions (Q4681066) (← links)
- A practical method for analysing heavy tailed data (Q5192949) (← links)
- A robust prediction error criterion for pareto modelling of upper tails (Q5295957) (← links)
- ON PORTFOLIO SELECTION UNDER EXTREME RISK MEASURE: THE HEAVY-TAILED ICA MODEL (Q5297233) (← links)
- Premium Calculation for Fat-tailed Risk (Q5490584) (← links)
- Extreme behaviour for bivariate elliptical distributions (Q5718585) (← links)
- Using a bootstrap method to choose the sample fraction in tail index estimation (Q5933445) (← links)