Pages that link to "Item:Q3768072"

The following pages link to Large deviations of tail estimators based on the Pareto approximation (Q3768072):

Displayed 3 items.

• On the use of the peaks over thresholds method for estimating out-of-sample quantiles. (Q1603677) ‎ (← links)
• The empirical distribution function as a tail estimator (Q3198717) ‎ (← links)
• Almost sure convergence of the Hill estimator (Q3814549) ‎ (← links)