Pages that link to "Item:Q5931393"
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The following pages link to Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour (Q5931393):
Displayed 18 items.
- 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 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)
- Inference about the tail of a distribution: improvement on the Hill estimator (Q1958090) (← 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)