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):
Displaying 50 items.
- Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348) (← links)
- Testing for (in)finite moments (Q138542) (← links)
- Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
- Threshold selection for extremes under a semiparametric model (Q257615) (← links)
- The size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance (Q280256) (← links)
- Optimal rates of convergence in the Weibull model based on kernel-type estimators (Q419172) (← links)
- Tail index estimation in the presence of long-memory dynamics (Q425381) (← links)
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data (Q431908) (← links)
- Asymptotically unbiased estimators for the extreme-value index (Q449915) (← links)
- Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models (Q470495) (← links)
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles (Q497490) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- 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)
- Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
- Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
- Nonparametric estimation for a class of Lévy processes (Q736519) (← links)
- Regression estimator for the tail index (Q777861) (← links)
- Threshold selection in univariate extreme value analysis (Q826008) (← 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)
- Tail index estimation, concentration and adaptivity (Q902214) (← links)
- Tail inference: where does the tail begin? (Q907362) (← 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)
- Bayesian threshold selection for extremal models using measures of surprise (Q1623822) (← links)
- Extreme value analysis of actuarial risks: estimation and model validation (Q1633245) (← links)
- Extremal quantile regressions for selection models and the black-white wage gap (Q1706453) (← 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)
- Estimation of the third-order parameter in extreme value statistics (Q1936549) (← 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)
- Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data (Q2002576) (← links)
- Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution (Q2015636) (← links)
