Pages that link to "Item:Q449915"

The following pages link to Asymptotically unbiased estimators for the extreme-value index (Q449915):

Displaying 40 items.

• Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
• Second order properties of distribution tails and estimation of tail exponents in random difference equations (Q626302) (← links)
• Asymptotic normality of location invariant heavy tail index estimator (Q650731) (← links)
• Location invariant Weiss-Hill estimator (Q906649) (← links)
• Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known (Q963889) (← links)
• Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
• Does bias reduction with external estimator of second order parameter work for endpoint? (Q1011532) (← links)
• Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
• A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
• An estimator of heavy tail index through the generalized jackknife methodology (Q1718929) (← links)
• A class of asymptotically unbiased semi-parametric estimators of the tail index. (Q1872866) (← links)
• On robust tail index estimation (Q1927123) (← links)
• A class of unbiased location invariant Hill-type estimators for heavy tailed distributions (Q1951775) (← links)
• Asymptotic analysis of portfolio diversification (Q2172054) (← links)
• Priority statement and some properties of t-lgHill estimator (Q2198605) (← links)
• Subsampling extremes: from block maxima to smooth tail estimation (Q2252905) (← links)
• Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation (Q2322012) (← links)
• Bias correction in multivariate extremes (Q2343968) (← links)
• Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
• Haezendonck-Goovaerts risk measure with a heavy tailed loss (Q2404537) (← links)
• Nonlinear dynamics and intermittency in a long-term copepod time series (Q2459429) (← links)
• Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach (Q2475272) (← links)
• Improved reduced-bias tail index and quantile estimators (Q2480036) (← links)
• Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology (Q3098930) (← links)
• Reduced-Bias Tail Index Estimators Under a Third-Order Framework (Q3631430) (← links)
• How Can Non-invariant Statistics Work in Our Benefit in the Semi-parametric Estimation of Parameters of Rare Events (Q4431286) (← links)
• NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY (Q4599616) (← links)
• Bias reduction of a tail index estimator through an external estimation of the second-order parameter (Q4651105) (← links)
• Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling (Q4929184) (← links)
• A practical method for analysing heavy tailed data (Q5192949) (← links)
• Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model (Q5222295) (← links)
• A heuristic adaptive choice of the threshold for bias-corrected Hill estimators (Q5457930) (← links)
• (Q5866616) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• Reduced bias estimation of the shape parameter of the log-logistic distribution (Q6073160) (← links)
• A review of more than one hundred Pareto-tail index estimators (Q6100936) (← links)
• Improved estimators of tail index and extreme quantiles under dependence serials (Q6172066) (← links)
• A refined Weissman estimator for extreme quantiles (Q6176329) (← links)
• Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators (Q6573458) (← links)
• Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions (Q6592804) (← links)