Pages that link to "Item:Q2463675"

The following pages link to A new class of estimators of a ``scale'' second order parameter (Q2463675):

Displaying 25 items.

• A simple generalisation of the Hill estimator (Q130015) (← links)
• Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
• Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
• Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
• Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
• Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold (Q1003332) (← links)
• A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator (Q1003781) (← links)
• A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
• Weighted moment estimators for the second order scale parameter (Q1930614) (← links)
• Estimation of the third-order parameter in extreme value statistics (Q1936549) (← links)
• Revisiting the maximum likelihood estimation of a positive extreme value index (Q2320945) (← links)
• Estimation of a scale second-order parameter related to the PORT methodology (Q2320971) (← links)
• Improved reduced-bias tail index and quantile estimators (Q2480036) (← links)
• Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms (Q2862408) (← links)
• Nonparametric regression estimation of conditional tails: the random covariate case (Q2934818) (← links)
• Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study (Q3015856) (← links)
• Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology (Q3098930) (← links)
• New Reduced-bias Estimators of a Positive Extreme Value Index (Q3178492) (← links)
• Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses (Q3589967) (← links)
• Reduced-Bias Tail Index Estimators Under a Third-Order Framework (Q3631430) (← links)
• A Note on the Port Methodology in the Estimation of a Shape Second-Order Parameter (Q4644979) (← links)
• A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation (Q4912037) (← links)
• Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling (Q4929184) (← links)
• Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model (Q5222295) (← links)
• A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)