Pages that link to "Item:Q5933445"
From MaRDI portal
The following pages link to Using a bootstrap method to choose the sample fraction in tail index estimation (Q5933445):
Displaying 50 items.
- Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (Q133065) (← links)
- Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348) (← links)
- On the estimation of the functional Weibull tail-coefficient (Q268722) (← links)
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data (Q431908) (← links)
- Asymptotically unbiased estimators for the extreme-value index (Q449915) (← links)
- Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models (Q470495) (← links)
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
- Estimating L-functionals for heavy-tailed distributions and application (Q609711) (← links)
- A hybrid Pareto model for asymmetric fat-tailed data: the univariate case (Q626276) (← links)
- Estimation of extreme risk regions under multivariate regular variation (Q638815) (← links)
- Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
- Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
- Nonparametric estimation for a class of Lévy processes (Q736519) (← links)
- Regression estimator for the tail index (Q777861) (← links)
- Threshold selection in univariate extreme value analysis (Q826008) (← links)
- Modelling the financial risk associated with U.S. Movie box office earnings (Q834289) (← links)
- Estimation of the extreme-value index and generalized quantile plots (Q850714) (← links)
- On the estimation of a changepoint in a tail index (Q852282) (← links)
- An application of extreme value theory for measuring financial risk (Q853582) (← links)
- A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance (Q861528) (← links)
- Averages of Hill estimators (Q882925) (← links)
- Tail index estimation, concentration and adaptivity (Q902214) (← links)
- Tail inference: where does the tail begin? (Q907362) (← links)
- Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
- Statistics of extremes by oracle estimation (Q939657) (← links)
- Bootstrap approximation of tail dependence function (Q943615) (← links)
- Goodness-of-fit tests for a heavy tailed distribution (Q951056) (← links)
- Reiss and Thomas' automatic selection of the number of extremes (Q957044) (← links)
- Evaluating currency risk in emerging markets (Q996771) (← 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)
- Kernel-type estimators for the extreme value index (Q1430919) (← links)
- Optimal asymptotic estimation of small exceedance probabilities (Q1600743) (← links)
- On the use of the peaks over thresholds method for estimating out-of-sample quantiles. (Q1603677) (← links)
- Bayesian threshold selection for extremal models using measures of surprise (Q1623822) (← links)
- Extreme value analysis of actuarial risks: estimation and model validation (Q1633245) (← links)
- Estimation of the tail exponent of multivariate regular variation (Q1680794) (← links)
- Extremal quantile regressions for selection models and the black-white wage gap (Q1706453) (← links)
- An improved method for forecasting spare parts demand using extreme value theory (Q1753565) (← links)
- Tail index estimation in small samples. Simulation results for independent and ARCH-type financial return models (Q1762973) (← links)
- Selecting the optimal sample fraction in univariate extreme value estimation (Q1805764) (← links)
- How to make a Hill plot. (Q1848777) (← links)
- Minimax risk bounds in extreme value theory (Q1848862) (← links)
- Hill's estimator for the tail index of an ARMA model (Q1877836) (← links)
- Functional kernel estimators of large conditional quantiles (Q1950877) (← links)
- Regenerative block-bootstrap confidence intervals for tail and extremal indexes (Q1951155) (← links)
- Estimating the probability of a rare event (Q1970487) (← links)
- An adaptive optimal estimate of the tail index for MA(1) time series (Q1970810) (← links)
