Pages that link to "Item:Q1878667"

The following pages link to Bias reduction and explicit semi-parametric estimation of the tail index (Q1878667):

Displaying 36 items.

• Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
• Asymptotic normality of location invariant heavy tail index estimator (Q650731) (← links)
• Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) (← links)
• Bias reduction for endpoint estimation (Q906625) (← links)
• Location invariant Weiss-Hill estimator (Q906649) (← links)
• Comparing extreme models when the sign of the extreme value index is known (Q962036) (← links)
• Bias reduction for high quantiles (Q974486) (← links)
• Does bias reduction with external estimator of second order parameter work for endpoint? (Q1011532) (← links)
• Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
• An estimator of heavy tail index through the generalized jackknife methodology (Q1718929) (← links)
• On robust tail index estimation (Q1927123) (← links)
• A class of unbiased location invariant Hill-type estimators for heavy tailed distributions (Q1951775) (← links)
• Kernel-type estimator of the conditional tail expectation for a heavy-tailed distribution (Q2015636) (← links)
• Local robust estimation of Pareto-type tails with random right censoring (Q2023827) (← links)
• Robust nonparametric estimation of the conditional tail dependence coefficient (Q2181722) (← links)
• Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model (Q2219217) (← links)
• Goodness-of-fit testing for Weibull-type behavior (Q2270264) (← links)
• Bias-corrected estimation for conditional Pareto-type distributions with random right censoring (Q2322840) (← links)
• Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
• Asymptotically best linear unbiased tail estimators under a second-order regular variation condition (Q2386151) (← links)
• Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions (Q2443235) (← links)
• Improved reduced-bias tail index and quantile estimators (Q2480036) (← links)
• Kernel-type estimator of the reinsurance premium for heavy-tailed loss distributions (Q2514606) (← 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)
• Kernel-type estimators for the distortion risk premiums of heavy-tailed distributions (Q4576968) (← links)
• Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index (Q4648648) (← links)
• Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (Q4911972) (← links)
• A simple second-order reduced bias’ tail index estimator (Q5425738) (← links)
• A heuristic adaptive choice of the threshold for bias-corrected Hill estimators (Q5457930) (← links)
• A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
• Robust estimation of the conditional stable tail dependence function (Q6175804) (← links)
• Conditional tail moment and reinsurance premium estimation under random right censoring (Q6557183) (← links)
• Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators (Q6573458) (← links)
• The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)