Pages that link to "Item:Q5931393"

The following pages link to Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour (Q5931393):

Displaying 37 items.

• A simple generalisation of the Hill estimator (Q130015) (← links)
• Competitive estimation of the extreme value index (Q310653) (← links)
• Confidence regions for high quantiles of a heavy tailed distribution (Q449958) (← links)
• A class of new tail index estimators (Q520570) (← links)
• Semi-parametric tail inference through probability-weighted moments (Q607216) (← links)
• Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
• Semi-parametric estimation for heavy tailed distributions (Q650683) (← links)
• Asymptotic normality of location invariant heavy tail index estimator (Q650731) (← links)
• Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) (← links)
• Tail exponent estimation via broadband log density-quantile regression (Q993809) (← links)
• Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold (Q1003332) (← links)
• A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
• A class of asymptotically unbiased semi-parametric estimators of the tail index. (Q1872866) (← links)
• Bias reduction and explicit semi-parametric estimation of the tail index (Q1878667) (← links)
• Functional kernel estimators of large conditional quantiles (Q1950877) (← links)
• Inference about the tail of a distribution: improvement on the Hill estimator (Q1958090) (← links)
• Limit laws for the norms of extremal samples (Q2242885) (← links)
• Local-maximum-based tail index estimator (Q2257586) (← links)
• The estimations under power normalization for the tail index, with comparison (Q2316743) (← links)
• Estimation of a scale second-order parameter related to the PORT methodology (Q2320971) (← links)
• Improved reduced-bias tail index and quantile estimators (Q2480036) (← links)
• Asymptotic comparison of the mixed moment and classical extreme value index estimators (Q2483435) (← links)
• Generalized Kernel Estimators for the Weibull-Tail Coefficient (Q3064102) (← links)
• Reduced‐bias tail index estimation and the jackknife methodology (Q3592389) (← links)
• Reduced-Bias Tail Index Estimators Under a Third-Order Framework (Q3631430) (← links)
• Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses (Q3631443) (← links)
• How Can Non-invariant Statistics Work in Our Benefit in the Semi-parametric Estimation of Parameters of Rare Events (Q4431286) (← links)
• Bias reduction of a tail index estimator through an external estimation of the second-order parameter (Q4651105) (← links)
• Heavy tail index estimation based on block order statistics (Q5036864) (← links)
• Location invariant heavy tail index estimation with block method (Q5089919) (← links)
• Comparison of the several parameterized estimators for the positive extreme value index (Q5106857) (← links)
• Extreme value index estimator using maximum likelihood and moment estimation (Q5739178) (← 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)
• Improvements in the estimation of the Weibull tail coefficient: a comparative study (Q6562593) (← links)
• Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators (Q6573458) (← links)
• The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)