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):
Displaying 50 items.
- Generalized fiducial confidence intervals for extremes (Q132672) (← links)
- Weak properties and robustness of t-Hill estimators (Q347146) (← links)
- The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance (Q398802) (← links)
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data (Q431908) (← links)
- Estimation of extreme quantiles from heavy and light tailed distributions (Q449352) (← links)
- Estimation of the generalized lambda distribution from censored data (Q467885) (← links)
- Normex, a new method for evaluating the distribution of aggregated heavy tailed risks (Q482083) (← links)
- Estimating the health impact of climate change with calibrated climate model output (Q484662) (← links)
- Geostatistics of dependent and asymptotically independent extremes (Q500745) (← links)
- 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)
- Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view (Q659164) (← links)
- Fitting a parametric distribution for large claims in case of censored or partitioned data (Q689580) (← links)
- Estimating parameters of a selected Pareto population (Q713642) (← links)
- An extension of the generalized exponential distribution (Q713899) (← links)
- Efficient likelihood-based inference for the generalized Pareto distribution (Q825059) (← 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)
- A software review for extreme value analysis (Q907385) (← 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)
- Likelihood inference for generalized Pareto distribution (Q1623780) (← links)
