The following pages link to How to make a Hill plot. (Q1848777):
Displaying 50 items.
- Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (Q133065) (← links)
- On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← links)
- Weak properties and robustness of t-Hill estimators (Q347146) (← links)
- Threshold selection in univariate extreme value analysis (Q826008) (← links)
- Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
- Averages of Hill estimators (Q882925) (← links)
- An empirical likelihood approach for symmetric \(\alpha\)-stable processes (Q888475) (← links)
- Tail index estimation, concentration and adaptivity (Q902214) (← links)
- Reiss and Thomas' automatic selection of the number of extremes (Q957044) (← links)
- A moving window approach for nonparametric estimation of the conditional tail index (Q957320) (← links)
- Fitting and validation of a bivariate model for large claims (Q998278) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Subsampling techniques and the jackknife methodology in the estimation of the extremal index (Q1023534) (← 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)
- Estimation of the tail exponent of multivariate regular variation (Q1680794) (← links)
- Self-weighted generalized empirical likelihood methods for hypothesis testing in infinite variance ARMA models (Q1687323) (← links)
- Hidden regular variation under full and strong asymptotic dependence (Q1693611) (← links)
- Empirical likelihood approach toward discriminant analysis for dynamics of stable processes (Q1731205) (← links)
- Time-varying quantile association regression model with applications to financial contagion and VaR (Q1752286) (← links)
- Tail index estimation in small samples. Simulation results for independent and ARCH-type financial return models (Q1762973) (← links)
- Tails of Lorenz curves (Q1867734) (← links)
- Long strange segments of a stochastic process. (Q1872448) (← links)
- Sharp bounds for \(L\)-statistics from dependent samples of random length (Q1888830) (← links)
- Inference about the tail of a distribution: improvement on the Hill estimator (Q1958090) (← links)
- A comparative study of the adaptive choice of thresholds in extreme hydrologic events (Q2002014) (← links)
- Threshold selection and trimming in extremes (Q2027092) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Scoring predictions at extreme quantiles (Q2106823) (← links)
- Handling missing extremes in tail estimation (Q2135578) (← links)
- Invited article by M. Gidea: Extreme events and emergency scales (Q2208167) (← links)
- Bootstrap estimators for the tail-index and for the count statistics of graphex processes (Q2219229) (← links)
- ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
- On agricultural commodities' extreme price risk (Q2231311) (← links)
- Subsampling extremes: from block maxima to smooth tail estimation (Q2252905) (← links)
- The Hill estimators under power normalization (Q2290177) (← links)
- The estimations under power normalization for the tail index, with comparison (Q2316743) (← links)
- Test for tail index constancy of GARCH innovations based on conditional volatility (Q2317888) (← links)
- Two-sided variable inspection plans for arbitrary continuous populations with unknown distribution (Q2324335) (← links)
- Estimating failure probabilities (Q2348732) (← links)
- Are there common values in first-price auctions? A tail-index nonparametric test (Q2439866) (← links)
- Random coefficient \(\text{GARCH}(1,1)\) model with i.i.d. coefficients. (Q2487861) (← links)
- Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
- Application of the Kolmogorov–Smirnov Test to Estimate the Threshold When Estimating the Extreme Value Index (Q3085304) (← links)
- On the estimation of the heavy-tail exponent in time series using the max-spectrum (Q3103151) (← links)
- Statistical properties of an experimental political futures market (Q3182644) (← links)
- Models with hidden regular variation: Generation and detection (Q3466710) (← links)
- Abelian and Tauberian Theorems on the Bias of the Hill Estimator (Q4455912) (← links)
- Modeling growth stocks via birth-death processes (Q4467504) (← links)
- Test for the existence of finite moments via bootstrap (Q4634442) (← links)
