Pages that link to "Item:Q4454284"
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The following pages link to On optimising the estimation of high quantiles of a probability distribution (Q4454284):
Displayed 15 items.
- Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
- Mixed moment estimator and location invariant alternatives (Q626286) (← links)
- Iterative estimation of the extreme value index (Q812978) (← links)
- Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
- Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) (← links)
- Comparing extreme models when the sign of the extreme value index is known (Q962036) (← links)
- Bias reduction for high quantiles (Q974486) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Bootstrap and empirical likelihood methods in extremes (Q1003320) (← links)
- Does bias reduction with external estimator of second order parameter work for endpoint? (Q1011532) (← links)
- Maximum likelihood estimation of extreme value index for irregular cases (Q2388968) (← links)
- Asymptotic comparison of the mixed moment and classical extreme value index estimators (Q2483435) (← links)
- Smooth tail-index estimation (Q3401368) (← links)
- Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach (Q3593510) (← links)
- A practical method for analysing heavy tailed data (Q5192949) (← links)