Pages that link to "Item:Q3178492"
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The following pages link to New Reduced-bias Estimators of a Positive Extreme Value Index (Q3178492):
Displaying 11 items.
- Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
- Semi-parametric regression estimation of the tail index (Q1697475) (← links)
- Threshold selection and trimming in extremes (Q2027092) (← links)
- Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models (Q2073711) (← links)
- Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation (Q2156000) (← 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)
- Estimation of extreme quantiles from heavy-tailed distributions with neural networks (Q6089222) (← links)
- Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model (Q6171950) (← links)
- A refined Weissman estimator for extreme quantiles (Q6176329) (← links)
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)
