Pages that link to "Item:Q5457930"

The following pages link to A heuristic adaptive choice of the threshold for bias-corrected Hill estimators (Q5457930):

Displaying 7 items.

• Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold (Q1003332) (← links)
• A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator (Q1003781) (← links)
• Improved reduced-bias tail index and quantile estimators (Q2480036) (← links)
• PORT Hill and Moment Estimators for Heavy-Tailed Models (Q3527760) (← links)
• Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses (Q3589967) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk (Q6066381) (← links)