Pages that link to "Item:Q1848521"

The following pages link to Robust estimation of the generalized Pareto distribution (Q1848521):

Displaying 23 items.

• Zero-inflated truncated generalized Pareto distribution for the analysis of radio audience data (Q542948) (← links)
• Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view (Q659164) (← links)
• A robust estimator for the tail index of Pareto-type distributions (Q1020730) (← links)
• Influence functions of empirical nonparametric estimators of net reinsurance premiums (Q1413387) (← links)
• Yet another breakdown point notion: EFSBP. Illustrated at scale-shape models (Q1928379) (← links)
• Dual divergence estimators of the tail index (Q1952682) (← links)
• Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data (Q2002576) (← links)
• Robust estimator of conditional tail expectation of Pareto-type distribution (Q2223161) (← links)
• Parameter estimation of the generalized Pareto distribution. II (Q2270259) (← links)
• Robust conditional Weibull-type estimation (Q2351695) (← links)
• The harmonic moment tail index estimator: asymptotic distribution and robustness (Q2434141) (← links)
• Robust and asymptotically unbiased estimation of extreme quantiles for heavy tailed distributions (Q2452882) (← links)
• Robust and efficient estimation for the generalized Pareto distribution (Q2488456) (← links)
• Optimally robust estimators in generalized Pareto models (Q2863069) (← links)
• Correcting Certain Estimation Methods for the Generalized Pareto Distribution (Q4596171) (← links)
• (Q5077796) (← links)
• A robust prediction error criterion for pareto modelling of upper tails (Q5295957) (← links)
• Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims (Q5379162) (← links)
• Robust estimation of Pareto-type tail index through an exponential regression model (Q5875238) (← links)
• Estimation of the Pareto and related distributions – A reference-intrinsic approach (Q5875241) (← links)
• Outlier detection based on extreme value theory and applications (Q6049802) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• Robust estimator of the ruin probability in infinite time for heavy-tailed distributions (Q6648833) (← links)