Pages that link to "Item:Q1872866"

The following pages link to A class of asymptotically unbiased semi-parametric estimators of the tail index. (Q1872866):

Displaying 18 items.

• Asymptotic properties of generalized DPR statistic (Q392996) (← links)
• Estimating the conditional tail index by integrating a kernel conditional quantile estimator (Q434577) (← links)
• Asymptotic normality of location invariant heavy tail index estimator (Q650731) (← links)
• Weibull tail-distributions revisited: A new look at some tail estimators (Q710805) (← links)
• Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) (← links)
• A moving window approach for nonparametric estimation of the conditional tail index (Q957320) (← links)
• An estimator of heavy tail index through the generalized jackknife methodology (Q1718929) (← links)
• A class of unbiased location invariant Hill-type estimators for heavy tailed distributions (Q1951775) (← links)
• Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
• Reduced‐bias tail index estimation and the jackknife methodology (Q3592389) (← links)
• Reduced-Bias Tail Index Estimators Under a Third-Order Framework (Q3631430) (← links)
• Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses (Q3631443) (← links)
• How Can Non-invariant Statistics Work in Our Benefit in the Semi-parametric Estimation of Parameters of Rare Events (Q4431286) (← links)
• Bias reduction of a tail index estimator through an external estimation of the second-order parameter (Q4651105) (← links)
• Comparison of the several parameterized estimators for the positive extreme value index (Q5106857) (← links)
• A simple second-order reduced bias’ tail index estimator (Q5425738) (← links)
• A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
• The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)