Pages that link to "Item:Q3765023"
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The following pages link to Parameter and Quantile Estimation for the Generalized Pareto Distribution (Q3765023):
Displayed 50 items.
- Empirical likelihood based confidence regions for first order parameters of heavy-tailed distribu\-tions (Q538133) (← links)
- Zero-inflated truncated generalized Pareto distribution for the analysis of radio audience data (Q542948) (← links)
- The beta generalized Pareto distribution with application to lifetime data (Q554591) (← links)
- Semi-parametric tail inference through probability-weighted moments (Q607216) (← links)
- Return level bounds for discrete and continuous random variables (Q619125) (← links)
- A hybrid Pareto model for asymmetric fat-tailed data: the univariate case (Q626276) (← links)
- Mixed moment estimator and location invariant alternatives (Q626286) (← links)
- Fitting a parametric distribution for large claims in case of censored or partitioned data (Q689580) (← links)
- The flood probability distribution tail: How heavy is it? (Q841867) (← links)
- An application of extreme value theory for measuring financial risk (Q853582) (← links)
- A default Bayesian procedure for the generalized Pareto distribution (Q861215) (← links)
- Approximation of the distribution of excesses through a generalized probability-weighted moments method (Q866629) (← links)
- Probability weighted moments properties for small samples (Q871037) (← links)
- Vector generalized linear and additive extreme value models (Q928489) (← links)
- A LAN based Neyman smooth test for Pareto distributions (Q935416) (← links)
- Regression with response distributions of Pareto-type (Q951893) (← links)
- A statistical test procedure for the shape parameter of a generalized Pareto distribution (Q956880) (← links)
- Data driven estimates for mixtures (Q957036) (← links)
- A bootstrap goodness of fit test for the generalized Pareto distribution (Q961867) (← links)
- Improving extreme quantile estimation via a folding procedure (Q963870) (← links)
- Modeling rare events through a \(p\)RARMAX process (Q989285) (← links)
- A two-step estimator of the extreme value index (Q1003330) (← links)
- Estimation of the generalized Pareto distribution (Q1007361) (← links)
- Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators (Q1010433) (← links)
- A small sample comparison of maximum likelihood, moments and \(L\)-moments methods for the asymmetric exponential power distribution (Q1023495) (← links)
- Goodness of fit of probability distributions for sightings as species approach extinction (Q1026630) (← links)
- Asymptotic expansions for the distribution functions of Pickands-type estimators (Q1267311) (← links)
- A simple robust estimation method for the thickness of heavy tails (Q1299428) (← links)
- A method for estimating parameters and quantiles of distributions of continuous random variables (Q1352110) (← links)
- Maximum product of spacings estimators for the generalized Pareto and log-logistic distributions (Q1353429) (← links)
- Parameter estimation for 2-parameter generalized Pareto distribution by POME (Q1369696) (← links)
- Bayesian approach to parameter estimation of the generalized Pareto distribution (Q1423871) (← links)
- On a generalized Pickands estimator of the extreme value index (Q1598700) (← links)
- On the use of the peaks over thresholds method for estimating out-of-sample quantiles. (Q1603677) (← links)
- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
- Approximation of the distribution of excesses using a generalized probability weighted moment method (Q1771045) (← links)
- Selecting the optimal sample fraction in univariate extreme value estimation (Q1805764) (← links)
- Optimal rates of convergence for estimates of the extreme value index (Q1807081) (← links)
- Moment estimator for random vectors with heavy tails (Q1808842) (← links)
- Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data (Q1848960) (← links)
- A new look at probability-weighted moments estimators (Q1876816) (← links)
- LAN of extreme order statistics (Q1915252) (← links)
- On testing the extreme value index via the POT-method (Q1922377) (← links)
- Estimating a tail exponent by modelling departure from a Pareto distribution (Q1970488) (← links)
- Parameter estimation of the generalized Pareto distribution. I (Q2270258) (← links)
- A matching prior for extreme quantile estimation of the generalized Pareto distribution (Q2270277) (← links)
- Accounting for the threshold uncertainity in extreme value estimation (Q2463692) (← links)
- Bias-reduced extreme quantile estimators of Weibull tail-distributions (Q2475771) (← links)
- Robust and efficient estimation for the generalized Pareto distribution (Q2488456) (← links)
- Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling (Q2488471) (← links)