Pages that link to "Item:Q2320944"
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The following pages link to Modeling extreme events: sample fraction adaptive choice in parameter estimation (Q2320944):
Displaying 8 items.
- Methods for estimating the upcrossings index: improvements and comparison (Q2010796) (← links)
- Extremal quantile autoregression for heavy-tailed time series (Q2674515) (← links)
- Reduced-bias and partially reduced-bias mean-of-order-<i>p</i> value-at-risk estimation: a Monte-Carlo comparison and an application (Q5036848) (← links)
- Corrected-Hill versus partially reduced-bias value-at-risk estimation (Q5088009) (← links)
- Extremal linear quantile regression with Weibull-type tails (Q5134480) (← links)
- Lehmer's mean-of-order- <i>p</i> extreme value index estimation: a simulation study and applications (Q5861450) (← links)
- Extremal index blocks estimator: the threshold and the block size choice (Q5861451) (← links)
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)
