Pages that link to "Item:Q3198717"
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The following pages link to The empirical distribution function as a tail estimator (Q3198717):
Displaying 10 items.
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
- Limit theorems for tail processes with application to intermediate quantile estimation (Q1200019) (← links)
- Second-order regular variation, convolution and the central limit theorem (Q1275940) (← links)
- Optimal asymptotic estimation of small exceedance probabilities (Q1600743) (← links)
- Kernel estimators of extreme level curves (Q1761527) (← links)
- Functional kernel estimators of large conditional quantiles (Q1950877) (← links)
- On optimising the estimation of high quantiles of a probability distribution (Q4454284) (← links)
- Estimating Long Memory in Panel Random‐Coefficient AR(1) Data (Q5121009) (← links)
- Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series (Q6092958) (← links)
