Pages that link to "Item:Q2388968"
From MaRDI portal
The following pages link to Maximum likelihood estimation of extreme value index for irregular cases (Q2388968):
Displayed 7 items.
- Empirical likelihood based inference for conditional Pareto-type tail index (Q1698259) (← links)
- Empirical likelihood confidence intervals for the endpoint of a distribution function (Q1761529) (← links)
- A general estimator for the right endpoint with an application to supercentenarian women's records (Q2363668) (← links)
- Bootstrapping endpoint (Q2392498) (← links)
- Empirical likelihood based confidence intervals for the tail index when \({\gamma}<-1/2\) (Q2444391) (← links)
- Efficient empirical Bayes estimates for risk parameters of Pareto distributions (Q5079891) (← links)
- Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880061) (← links)