Pages that link to "Item:Q2475771"
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The following pages link to Bias-reduced extreme quantile estimators of Weibull tail-distributions (Q2475771):
Displaying 12 items.
- Estimation of extreme quantiles from heavy and light tailed distributions (Q449352) (← links)
- Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (Q549644) (← links)
- Weibull tail-distributions revisited: A new look at some tail estimators (Q710805) (← links)
- Pitfalls in using Weibull tailed distributions (Q963894) (← links)
- On the residual dependence index of elliptical distributions (Q979196) (← links)
- A new estimation method for Weibull-type tails based on the mean excess function (Q1011530) (← links)
- Bias-reduced estimators of the Weibull tail-coefficient (Q1019108) (← links)
- Functional nonparametric estimation of conditional extreme quantiles (Q1049546) (← links)
- Functional kernel estimators of large conditional quantiles (Q1950877) (← links)
- On \(1/f\) noise (Q1955060) (← links)
- Second-order tail asymptotics of deflated risks (Q2513459) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
